+93.1%
CHRW vs CPAY
+53.2%
+39.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +4.4% | -2.7% | +7.0% | +5.1% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | -17.3% | +17.0% | -34.3% | -20.9% |
| 6M | -12.7% | +24.1% | -36.8% | -18.1% |
| YTD | -4.1% | +35.7% | -39.9% | -12.0% |
| 1Y | +21.2% | +34.0% | -12.8% | +11.4% |
| 3Y | +88.9% | +50.3% | +38.6% | +63.3% |
| 5Y | +93.1% | +56.7% | +36.4% | +55.5% |
| All | +93.1% | +53.2% | +39.9% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling