-11.1%
CHRW vs CPB
-18.4%
+7.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.5% |
| 7D | +4.9% | +13.0% | -8.1% | +3.3% |
| 30D | -4.8% | +20.5% | -25.3% | -7.0% |
| 3M | -13.1% | +2.2% | -15.3% | -14.3% |
| 6M | -16.3% | +15.4% | -31.7% | -17.4% |
| YTD | -15.8% | -12.3% | -3.5% | -16.4% |
| 1Y | -11.1% | -18.0% | +6.8% | -11.8% |
| All | -11.1% | -18.4% | +7.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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