+5,588.0%
CNQ vs CHRW
+1,567.8%
+4,020.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -0.7% | +4.4% | -5.0% | -2.1% |
| 30D | +6.7% | +5.5% | +1.2% | +4.5% |
| 3M | +12.8% | -17.3% | +30.0% | +18.9% |
| 6M | +13.3% | -12.7% | +26.0% | +15.8% |
| YTD | +53.1% | -4.1% | +57.2% | +49.7% |
| 1Y | +66.1% | +21.2% | +44.8% | +47.0% |
| 3Y | +75.4% | +88.9% | -13.5% | +26.4% |
| 5Y | +288.1% | +93.1% | +195.0% | +170.0% |
| 10Y | +423.6% | +178.1% | +245.5% | +208.0% |
| All | +5,588.0% | +1,567.8% | +4,020.1% | +2,287.7% |
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