+83.3%
CHRW vs CRL
+42.4%
+40.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.3% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.5% | +10.7% | -14.1% | -4.8% |
| 3M | -19.4% | +55.3% | -74.7% | -24.2% |
| 6M | -21.4% | +60.7% | -82.0% | -26.8% |
| YTD | -7.1% | +44.6% | -51.8% | -12.5% |
| 1Y | +17.8% | +77.7% | -59.9% | +7.7% |
| All | +83.3% | +42.4% | +40.8% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling