-3.6%
CNC vs CHRW
+85.4%
-89.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.9% | +4.1% | -8.9% | -5.3% |
| 30D | -3.8% | +1.9% | -5.7% | -4.0% |
| 3M | -3.2% | -21.2% | +17.9% | -0.8% |
| 6M | +47.9% | -16.7% | +64.5% | +50.3% |
| YTD | +55.7% | -5.4% | +61.0% | +56.7% |
| 1Y | +106.2% | +21.2% | +85.1% | +103.9% |
| All | -3.6% | +85.4% | -89.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling