+92.2%
CNC vs CHRW
+182.4%
-90.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | -3.9% | +4.4% | -8.2% | -4.8% |
| 30D | +0.8% | +5.5% | -4.7% | -0.5% |
| 3M | +0.1% | -17.3% | +17.3% | +3.7% |
| 6M | +79.7% | -12.7% | +92.3% | +83.3% |
| YTD | +58.9% | -4.1% | +63.1% | +58.2% |
| 1Y | +109.1% | +21.2% | +87.9% | +95.9% |
| 3Y | 0.0% | +88.9% | -88.9% | -18.9% |
| 5Y | +9.5% | +93.1% | -83.6% | -15.3% |
| All | +92.2% | +182.4% | -90.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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