-11.1%
CHRW vs CRL
+85.3%
-96.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.5% |
| 7D | +4.9% | -12.8% | +17.6% | +5.4% |
| 30D | -4.8% | +5.0% | -9.8% | -5.4% |
| 3M | -13.1% | +39.4% | -52.5% | -16.7% |
| 6M | -16.3% | +89.4% | -105.7% | -23.9% |
| YTD | -15.8% | +63.6% | -79.4% | -23.0% |
| 1Y | -11.1% | +83.5% | -94.6% | -19.6% |
| All | -11.1% | +85.3% | -96.5% | -19.6% |
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