+63.5%
CHRW vs CRL
+86.4%
-22.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -3.0% |
| 7D | +0.6% | -6.1% | +6.7% | +1.1% |
| 30D | -7.3% | +12.4% | -19.7% | -8.6% |
| 3M | -14.2% | +27.1% | -41.3% | -16.9% |
| 6M | -25.1% | +85.7% | -110.8% | -31.2% |
| YTD | -21.2% | +69.2% | -90.4% | -27.2% |
| 1Y | -14.2% | +97.5% | -111.7% | -22.3% |
| 3Y | +63.5% | +86.1% | -22.6% | +36.5% |
| All | +63.5% | +86.4% | -22.9% | +36.5% |
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