-69.0%
CPNG vs CHRW
+77.5%
-146.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -7.4% | -1.4% | -6.0% | -7.2% |
| 30D | -4.4% | -3.5% | -1.0% | -4.0% |
| 3M | -7.5% | -19.4% | +11.9% | -4.7% |
| 6M | -19.9% | -21.4% | +1.4% | -17.4% |
| YTD | -35.2% | -7.1% | -28.1% | -35.8% |
| 1Y | -46.8% | +17.8% | -64.6% | -50.4% |
| 3Y | -20.2% | +78.8% | -98.9% | -34.4% |
| 5Y | -48.4% | +83.5% | -132.0% | -56.7% |
| All | -69.0% | +77.5% | -146.4% | -74.3% |
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