+82.2%
CHRW vs CPB
-35.1%
+117.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.5% |
| 7D | +7.3% | -1.6% | +8.9% | +7.6% |
| 30D | -3.6% | +19.2% | -22.8% | -6.9% |
| 3M | -9.6% | -1.0% | -8.6% | -10.0% |
| 6M | -17.0% | +15.2% | -32.2% | -19.6% |
| YTD | -15.4% | -13.1% | -2.3% | -13.7% |
| 1Y | -10.0% | -22.4% | +12.5% | -5.8% |
| 3Y | +82.2% | -35.3% | +117.5% | +97.1% |
| All | +82.2% | -35.1% | +117.2% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling