+17.3%
CHRW vs CRL
+78.8%
-61.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -3.9% | +10.7% | -14.5% | -5.1% |
| 3M | -19.7% | +55.3% | -75.0% | -24.4% |
| 6M | -21.7% | +60.7% | -82.4% | -26.7% |
| YTD | -7.5% | +44.6% | -52.2% | -13.4% |
| 1Y | +17.3% | +77.7% | -60.4% | +8.2% |
| All | +17.3% | +78.8% | -61.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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