+109.1%
CNC vs CHRW
+23.5%
+85.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | -3.9% | +4.4% | -8.2% | -4.4% |
| 30D | +0.8% | +5.5% | -4.7% | +0.1% |
| 3M | +0.1% | -17.3% | +17.3% | +2.3% |
| 6M | +79.7% | -12.7% | +92.3% | +81.8% |
| YTD | +58.9% | -4.1% | +63.1% | +63.8% |
| 1Y | +109.1% | +21.2% | +87.9% | +124.1% |
| All | +109.1% | +23.5% | +85.7% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling