+363.9%
CPRT vs CHRW
+128.5%
+235.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.5% | +4.7% | -6.2% | -2.6% |
| 30D | +21.3% | -2.6% | +23.9% | +21.7% |
| 3M | +10.4% | -8.0% | +18.4% | +11.8% |
| 6M | -4.3% | -19.0% | +14.7% | -1.3% |
| YTD | -18.3% | -15.5% | -2.8% | -17.2% |
| 1Y | -22.5% | -10.8% | -11.7% | -22.7% |
| 3Y | -34.3% | +79.8% | -114.1% | -48.9% |
| 5Y | -17.8% | +59.3% | -77.1% | -34.9% |
| All | +363.9% | +128.5% | +235.3% | +208.3% |
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 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