+738.8%
CNP vs CHRW
+4,173.0%
-3,434.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | -1.8% | -3.5% | +1.6% | -1.2% |
| 3M | -4.6% | -19.4% | +14.8% | -1.2% |
| 6M | -8.8% | -21.4% | +12.5% | -5.4% |
| YTD | +5.2% | -7.1% | +12.4% | +4.8% |
| 1Y | +8.3% | +17.8% | -9.5% | +2.0% |
| 3Y | +54.9% | +78.8% | -23.9% | +30.6% |
| 5Y | +73.5% | +83.5% | -10.0% | +43.0% |
| 10Y | +139.1% | +160.2% | -21.1% | +79.1% |
| All | +738.8% | +4,173.0% | -3,434.2% | +362.6% |
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