+386.7%
CPRT vs CHRW
+131.6%
+255.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +0.9% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +18.8% | -9.4% | +28.1% | +21.3% |
| 3M | +9.4% | -13.3% | +22.7% | +12.5% |
| 6M | -4.4% | -24.2% | +19.8% | +0.3% |
| YTD | -17.1% | -18.9% | +1.8% | -15.2% |
| 1Y | -19.9% | -12.4% | -7.5% | -19.8% |
| 3Y | -30.5% | +72.2% | -102.7% | -45.4% |
| 5Y | -15.9% | +53.4% | -69.3% | -32.8% |
| 10Y | +386.7% | +127.0% | +259.7% | +224.5% |
| All | +386.7% | +131.6% | +255.1% | +224.5% |
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