-11.2%
CHRW vs CRL
+98.1%
-109.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.7% |
| 7D | -0.1% | +5.0% | -5.1% | -0.3% |
| 30D | -4.3% | +13.5% | -17.8% | -5.3% |
| 3M | -7.4% | +21.5% | -28.9% | -9.1% |
| 6M | -20.7% | +103.4% | -124.1% | -28.9% |
| YTD | -15.9% | +71.8% | -87.7% | -23.8% |
| All | -11.2% | +98.1% | -109.3% | -23.3% |
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