+174.3%
CHRW vs CPAY
+1,528.2%
-1,353.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.2% |
| 7D | +1.9% | +0.6% | +1.4% | +1.8% |
| 30D | +0.9% | +3.6% | -2.7% | 0.0% |
| 3M | -19.9% | +16.6% | -36.5% | -23.0% |
| 6M | -15.8% | +29.5% | -45.3% | -21.3% |
| YTD | -5.6% | +35.3% | -40.8% | -12.7% |
| 1Y | +21.0% | +30.6% | -9.6% | +12.4% |
| 3Y | +86.0% | +49.7% | +36.3% | +64.3% |
| 5Y | +88.6% | +54.4% | +34.2% | +62.3% |
| 10Y | +169.3% | +142.8% | +26.5% | +102.6% |
| All | +174.3% | +1,528.2% | -1,353.9% | +26.7% |
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 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