+3,607.0%
CHRW vs CPB
+4.2%
+3,602.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +0.6% | +8.0% | -7.4% | -1.3% |
| 30D | -7.3% | +22.4% | -29.7% | -11.9% |
| 3M | -14.2% | +2.5% | -16.7% | -15.1% |
| 6M | -25.1% | +12.2% | -37.3% | -27.7% |
| YTD | -21.2% | -12.8% | -8.4% | -19.4% |
| 1Y | -14.2% | -19.2% | +5.0% | -10.7% |
| 3Y | +63.5% | -35.6% | +99.1% | +77.8% |
| 5Y | +49.6% | -31.4% | +81.0% | +58.2% |
| 10Y | +129.4% | -37.9% | +167.3% | +138.4% |
| All | +3,607.0% | +4.2% | +3,602.8% | +2,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling