+19,226.1%
CPRT vs CHRW
+4,173.0%
+15,053.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +16.6% | -3.5% | +20.1% | +17.5% |
| 3M | +9.6% | -19.4% | +29.0% | +14.6% |
| 6M | -11.1% | -21.4% | +10.2% | -7.0% |
| YTD | -13.9% | -7.1% | -6.7% | -14.0% |
| 1Y | -32.5% | +17.8% | -50.3% | -37.2% |
| 3Y | -25.0% | +78.8% | -103.8% | -39.4% |
| 5Y | -7.4% | +83.5% | -90.9% | -26.8% |
| 10Y | +422.0% | +160.2% | +261.7% | +267.4% |
| All | +19,226.1% | +4,173.0% | +15,053.1% | +7,094.2% |
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