+3.4%
CNC vs CHRW
+89.7%
-86.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.9% | +4.1% | -8.9% | -5.4% |
| 30D | -3.8% | +1.9% | -5.7% | -4.0% |
| 3M | -3.2% | -21.2% | +17.9% | -0.6% |
| 6M | +47.9% | -16.7% | +64.5% | +50.6% |
| YTD | +55.7% | -5.4% | +61.0% | +56.2% |
| 1Y | +106.2% | +21.2% | +85.1% | +101.2% |
| 3Y | -2.1% | +86.5% | -88.5% | -11.1% |
| 5Y | +3.4% | +93.0% | -89.6% | +0.5% |
| All | +3.4% | +89.7% | -86.3% | +0.5% |
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