+4,266.9%
CHRW vs CPB
-3.7%
+4,270.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.9% |
| 7D | -1.4% | -8.6% | +7.2% | +0.7% |
| 30D | -3.5% | -7.2% | +3.8% | -1.9% |
| 3M | -19.4% | +0.9% | -20.3% | -19.9% |
| 6M | -21.4% | -11.8% | -9.6% | -19.5% |
| YTD | -7.1% | -19.4% | +12.3% | -3.0% |
| 1Y | +17.8% | -30.4% | +48.2% | +27.3% |
| 3Y | +78.8% | -40.2% | +118.9% | +98.2% |
| 5Y | +83.5% | -39.5% | +123.0% | +100.6% |
| 10Y | +160.2% | -47.4% | +207.6% | +183.4% |
| All | +4,266.9% | -3.7% | +4,270.6% | +3,535.6% |
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