+59.3%
CHRW vs CP
+27.5%
+31.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +4.7% | +0.9% | +3.8% | +4.4% |
| 30D | -2.6% | +10.3% | -12.9% | -5.9% |
| 3M | -8.0% | +2.3% | -10.3% | -8.8% |
| 6M | -19.0% | +10.7% | -29.7% | -21.8% |
| YTD | -15.5% | +29.3% | -44.8% | -22.7% |
| 1Y | -10.8% | +31.5% | -42.3% | -18.9% |
| 3Y | +79.8% | +36.7% | +43.1% | +55.8% |
| 5Y | +59.3% | +26.8% | +32.5% | +44.7% |
| All | +59.3% | +27.5% | +31.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling