+3,695.2%
CHRW vs CP
+4,486.9%
-791.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +0.7% | +6.1% | -5.4% | -1.5% |
| 30D | -5.0% | +9.8% | -14.7% | -8.1% |
| 3M | -16.1% | +2.7% | -18.9% | -17.0% |
| 6M | -22.6% | +12.8% | -35.4% | -25.9% |
| YTD | -19.3% | +28.2% | -47.5% | -26.4% |
| 1Y | -14.9% | +34.1% | -49.1% | -23.7% |
| 3Y | +68.0% | +28.9% | +39.2% | +50.0% |
| 5Y | +53.2% | +27.1% | +26.1% | +35.8% |
| 10Y | +134.8% | +264.8% | -130.0% | +35.4% |
| All | +3,695.2% | +4,486.9% | -791.7% | +723.0% |
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