+18,211.7%
CPRT vs CHRW
+3,527.3%
+14,684.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +6.0% | +0.6% | +5.5% | +5.8% |
| 30D | +20.0% | -7.3% | +27.3% | +22.0% |
| 3M | +10.1% | -14.2% | +24.3% | +13.8% |
| 6M | -4.3% | -25.1% | +20.8% | +1.2% |
| YTD | -18.4% | -21.2% | +2.8% | -15.5% |
| 1Y | -20.1% | -14.2% | -5.9% | -19.2% |
| 3Y | -30.4% | +63.5% | -93.9% | -42.8% |
| 5Y | -17.0% | +49.6% | -66.6% | -31.2% |
| 10Y | +403.2% | +129.4% | +273.9% | +263.7% |
| All | +18,211.7% | +3,527.3% | +14,684.4% | +6,968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling