+415.3%
CPRT vs CHRW
+168.2%
+247.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +9.9% | +0.9% | +9.0% | +9.5% |
| 3M | +5.6% | -19.9% | +25.5% | +10.5% |
| 6M | -13.6% | -15.8% | +2.2% | -11.3% |
| YTD | -16.7% | -5.6% | -11.1% | -17.4% |
| 1Y | -33.1% | +21.0% | -54.2% | -38.6% |
| 3Y | -27.1% | +86.0% | -113.1% | -43.0% |
| 5Y | -9.9% | +88.6% | -98.5% | -31.7% |
| 10Y | +415.3% | +169.3% | +246.0% | +226.8% |
| All | +415.3% | +168.2% | +247.1% | +226.8% |
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