+3,607.0%
CHRW vs CP
+4,409.1%
-802.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.4% |
| 30D | -7.3% | +10.2% | -17.5% | -10.5% |
| 3M | -14.2% | +2.4% | -16.5% | -14.9% |
| 6M | -25.1% | +7.7% | -32.8% | -27.0% |
| YTD | -21.2% | +26.0% | -47.2% | -27.7% |
| 1Y | -14.2% | +34.6% | -48.8% | -23.1% |
| 3Y | +63.5% | +26.7% | +36.8% | +46.9% |
| 5Y | +49.6% | +24.9% | +24.7% | +33.5% |
| 10Y | +129.4% | +258.6% | -129.2% | +33.1% |
| All | +3,607.0% | +4,409.1% | -802.1% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling