+128.5%
CHRW vs CPB
-40.1%
+168.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | -0.1% | -4.1% | +4.0% | +0.6% |
| 30D | -4.3% | +16.9% | -21.2% | -6.8% |
| 3M | -7.4% | -0.6% | -6.9% | -7.7% |
| 6M | -20.7% | +11.4% | -32.1% | -22.4% |
| YTD | -15.9% | -14.8% | -1.0% | -14.3% |
| 1Y | -9.9% | -24.8% | +14.9% | -6.4% |
| 3Y | +79.0% | -36.6% | +115.6% | +89.9% |
| 5Y | +61.3% | -33.3% | +94.7% | +69.2% |
| 10Y | +128.5% | -40.4% | +168.9% | +143.9% |
| All | +128.5% | -40.1% | +168.7% | +143.9% |
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