+145.7%
CHRW vs CPAY
+1,748.9%
-1,603.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +7.3% | +1.6% | +5.7% | +6.9% |
| 30D | -3.6% | +17.6% | -21.2% | -7.3% |
| 3M | -9.6% | +8.7% | -18.3% | -11.6% |
| 6M | -17.0% | +39.5% | -56.5% | -23.7% |
| YTD | -15.4% | +53.6% | -69.0% | -24.2% |
| 1Y | -10.0% | +63.3% | -73.2% | -20.5% |
| 3Y | +82.2% | +101.7% | -19.6% | +49.6% |
| 5Y | +59.4% | +91.4% | -32.0% | +30.5% |
| 10Y | +129.7% | +221.7% | -91.9% | +62.4% |
| All | +145.7% | +1,748.9% | -1,603.1% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling