+21.0%
CHRW vs CRL
+72.1%
-51.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +1.9% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +0.9% | +5.0% | -4.0% | +0.3% |
| 3M | -19.9% | +50.6% | -70.5% | -24.3% |
| 6M | -15.8% | +60.9% | -76.7% | -21.4% |
| YTD | -5.6% | +40.7% | -46.3% | -11.4% |
| 1Y | +21.0% | +73.3% | -52.3% | +11.8% |
| All | +21.0% | +72.1% | -51.0% | +11.8% |
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