+139.8%
CNP vs CHRW
+131.6%
+8.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.1% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | +5.7% | -9.4% | +15.1% | +7.3% |
| 3M | +0.9% | -13.3% | +14.2% | +2.9% |
| 6M | -1.1% | -24.2% | +23.1% | +2.5% |
| YTD | +8.3% | -18.9% | +27.1% | +9.5% |
| 1Y | +5.9% | -12.4% | +18.3% | +5.4% |
| 3Y | +64.6% | +72.2% | -7.6% | +35.7% |
| 5Y | +74.6% | +53.4% | +21.2% | +44.4% |
| 10Y | +139.8% | +127.0% | +12.9% | +73.8% |
| All | +139.8% | +131.6% | +8.2% | +73.8% |
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 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