+73.4%
CNP vs CHRW
+58.8%
+14.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.3% | +7.3% | -6.0% | +0.7% |
| 30D | +3.8% | -3.6% | +7.4% | +4.0% |
| 3M | +2.4% | -9.6% | +11.9% | +3.0% |
| 6M | -1.2% | -17.0% | +15.8% | -0.2% |
| YTD | +9.3% | -15.4% | +24.7% | +9.4% |
| 1Y | +6.4% | -10.0% | +16.4% | +5.7% |
| 3Y | +66.4% | +82.2% | -15.8% | +46.9% |
| All | +73.4% | +58.8% | +14.6% | +51.9% |
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