+62.8%
CNQ vs CHRW
-10.6%
+73.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.4% |
| 7D | -9.4% | +4.9% | -14.3% | -9.4% |
| 30D | +2.8% | -4.8% | +7.6% | +2.8% |
| 3M | +8.5% | -13.1% | +21.6% | +8.8% |
| 6M | +6.4% | -16.3% | +22.7% | +7.3% |
| YTD | +50.9% | -15.8% | +66.7% | +55.5% |
| 1Y | +62.8% | -11.1% | +74.0% | +67.4% |
| All | +62.8% | -10.6% | +73.4% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling