+131.5%
CNP vs CHRW
+168.2%
-36.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.8% |
| 7D | +1.6% | +1.9% | -0.3% | +1.3% |
| 30D | -0.8% | +0.9% | -1.7% | -1.0% |
| 3M | -3.6% | -19.9% | +16.3% | -0.3% |
| 6M | -6.9% | -15.8% | +8.8% | -5.0% |
| YTD | +6.4% | -5.6% | +12.0% | +5.4% |
| 1Y | +9.9% | +21.0% | -11.1% | +2.6% |
| 3Y | +53.1% | +86.0% | -32.9% | +25.8% |
| 5Y | +72.0% | +88.6% | -16.7% | +36.2% |
| 10Y | +131.5% | +169.3% | -37.8% | +53.5% |
| All | +131.5% | +168.2% | -36.7% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling