-42.5%
CPNG vs CHRW
+62.5%
-105.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.5% |
| 7D | -6.9% | +4.7% | -11.6% | -7.7% |
| 30D | +1.1% | -2.6% | +3.7% | +1.4% |
| 3M | -6.3% | -8.0% | +1.7% | -5.5% |
| 6M | -3.8% | -19.0% | +15.2% | -2.1% |
| YTD | -35.2% | -15.5% | -19.7% | -35.2% |
| 1Y | -47.0% | -10.8% | -36.1% | -47.7% |
| 3Y | -0.2% | +79.8% | -80.0% | -21.9% |
| 5Y | -42.5% | +59.3% | -101.7% | -53.6% |
| All | -42.5% | +62.5% | -105.0% | -53.6% |
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 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