+169.3%
CHRW vs CPB
-45.7%
+215.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +1.9% | -8.2% | +10.2% | +3.2% |
| 30D | +0.9% | -5.6% | +6.5% | +1.7% |
| 3M | -19.9% | +3.0% | -22.8% | -20.4% |
| 6M | -15.8% | -12.7% | -3.1% | -14.3% |
| YTD | -5.6% | -18.0% | +12.4% | -3.1% |
| 1Y | +21.0% | -31.7% | +52.8% | +27.9% |
| 3Y | +86.0% | -41.0% | +127.0% | +99.8% |
| 5Y | +88.6% | -38.4% | +127.0% | +100.5% |
| 10Y | +169.3% | -45.0% | +214.2% | +187.0% |
| All | +169.3% | -45.7% | +215.0% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling