+18.4%
CHRW vs CPAY
+33.9%
-15.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -2.0% | +5.4% | +3.8% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | -19.7% | +16.4% | -36.1% | -22.1% |
| 6M | -12.4% | +23.5% | -35.9% | -15.9% |
| YTD | -3.9% | +35.7% | -39.6% | -4.7% |
| 1Y | +18.4% | +30.2% | -11.8% | +24.7% |
| All | +18.4% | +33.9% | -15.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling