-69.2%
CPNG vs CHRW
+61.6%
-130.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -6.8% | +7.3% | -14.0% | -7.9% |
| 30D | +5.5% | -3.6% | +9.1% | +5.9% |
| 3M | -6.8% | -9.6% | +2.8% | -5.7% |
| 6M | -4.8% | -17.0% | +12.2% | -3.7% |
| YTD | -35.6% | -15.4% | -20.2% | -35.6% |
| 1Y | -46.8% | -10.0% | -36.8% | -47.5% |
| 3Y | -0.8% | +82.2% | -82.9% | -20.7% |
| 5Y | -42.9% | +59.4% | -102.2% | -51.6% |
| All | -69.2% | +61.6% | -130.8% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling