-51.2%
CPNG vs CHRW
+89.7%
-140.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -7.6% | +4.1% | -11.6% | -8.3% |
| 30D | -8.8% | +1.9% | -10.7% | -9.2% |
| 3M | -7.2% | -21.2% | +13.9% | -3.7% |
| 6M | -21.5% | -16.7% | -4.9% | -19.9% |
| YTD | -37.4% | -5.4% | -32.1% | -38.3% |
| 1Y | -54.3% | +21.2% | -75.5% | -58.0% |
| 3Y | -20.3% | +86.5% | -106.8% | -36.5% |
| 5Y | -51.2% | +93.0% | -144.2% | -63.0% |
| All | -51.2% | +89.7% | -140.9% | -63.0% |
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