+4,577.2%
CNC vs CHRW
+1,688.3%
+2,888.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | +0.1% | -3.5% | +3.5% | +1.1% |
| 3M | +6.9% | -19.4% | +26.3% | +13.3% |
| 6M | +49.0% | -21.4% | +70.4% | +58.5% |
| YTD | +62.9% | -7.1% | +70.0% | +63.2% |
| 1Y | +134.0% | +17.8% | +116.2% | +114.5% |
| 3Y | +9.4% | +78.8% | -69.4% | -16.1% |
| 5Y | +4.1% | +83.5% | -79.4% | -23.7% |
| 10Y | +95.4% | +160.2% | -64.8% | +20.7% |
| All | +4,577.2% | +1,688.3% | +2,888.9% | +1,110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling