-7.4%
CNC vs CHRW
+62.5%
-69.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -5.3% | +4.7% | -10.0% | -5.8% |
| 30D | +2.0% | -2.6% | +4.6% | +2.3% |
| 3M | +4.8% | -8.0% | +12.8% | +5.6% |
| 6M | +18.5% | -19.0% | +37.5% | +21.0% |
| YTD | +70.8% | -15.5% | +86.2% | +73.4% |
| 1Y | +94.1% | -10.8% | +104.9% | +96.0% |
| 3Y | -2.2% | +79.8% | -82.0% | -11.3% |
| 5Y | -7.4% | +59.3% | -66.6% | -17.4% |
| All | -7.4% | +62.5% | -69.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling