-33.1%
CPRT vs CHRW
+20.6%
-53.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | +9.9% | +0.9% | +9.0% | +9.8% |
| 3M | +5.6% | -19.9% | +25.5% | +7.5% |
| 6M | -13.6% | -15.8% | +2.2% | -13.1% |
| YTD | -16.7% | -5.6% | -11.1% | -16.4% |
| 1Y | -33.1% | +21.0% | -54.2% | -33.4% |
| All | -33.1% | +20.6% | -53.7% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling