+18,498.2%
CPRT vs CHRW
+3,633.2%
+14,865.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +0.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +18.8% | -9.4% | +28.1% | +21.5% |
| 3M | +9.4% | -13.3% | +22.7% | +12.7% |
| 6M | -4.4% | -24.2% | +19.8% | +0.8% |
| YTD | -17.1% | -18.9% | +1.8% | -14.8% |
| 1Y | -19.9% | -12.4% | -7.5% | -19.4% |
| 3Y | -30.5% | +72.2% | -102.7% | -43.7% |
| 5Y | -15.9% | +53.4% | -69.3% | -30.8% |
| 10Y | +386.7% | +127.0% | +259.7% | +252.8% |
| All | +18,498.2% | +3,633.2% | +14,865.0% | +7,025.7% |
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