-17.1%
CPRT vs CHRW
+49.0%
-66.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +6.0% | +0.6% | +5.5% | +5.9% |
| 30D | +20.0% | -7.3% | +27.3% | +21.3% |
| 3M | +10.1% | -14.2% | +24.3% | +12.4% |
| 6M | -4.3% | -25.1% | +20.8% | -1.1% |
| YTD | -18.4% | -21.2% | +2.8% | -16.7% |
| 1Y | -20.1% | -14.2% | -5.9% | -19.7% |
| 3Y | -30.4% | +63.5% | -93.9% | -40.5% |
| All | -17.1% | +49.0% | -66.1% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling