+4,266.9%
CHRW vs CP
+4,371.4%
-104.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -3.5% | +0.2% | -3.6% | -3.6% |
| 3M | -19.4% | +2.6% | -22.0% | -20.1% |
| 6M | -21.4% | +6.0% | -27.3% | -23.0% |
| YTD | -7.1% | +24.9% | -32.1% | -14.6% |
| 1Y | +17.8% | +20.1% | -2.3% | +9.9% |
| 3Y | +78.8% | +16.4% | +62.4% | +65.6% |
| 5Y | +83.5% | +31.7% | +51.8% | +60.5% |
| 10Y | +160.2% | +223.9% | -63.6% | +56.5% |
| All | +4,266.9% | +4,371.4% | -104.5% | +855.7% |
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 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