+66.4%
CNP vs CHRW
+80.1%
-13.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.3% | +7.3% | -6.0% | +1.0% |
| 30D | +3.8% | -3.6% | +7.4% | +3.9% |
| 3M | +2.4% | -9.6% | +11.9% | +2.7% |
| 6M | -1.2% | -17.0% | +15.8% | -0.7% |
| YTD | +9.3% | -15.4% | +24.7% | +9.2% |
| 1Y | +6.4% | -10.0% | +16.4% | +5.9% |
| 3Y | +66.4% | +82.2% | -15.8% | +49.0% |
| All | +66.4% | +80.1% | -13.8% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling