+1,866.7%
CHRW vs CRL
+1,630.9%
+235.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -3.8% |
| 7D | +0.6% | -6.1% | +6.7% | +1.6% |
| 30D | -7.3% | +12.4% | -19.7% | -9.8% |
| 3M | -14.2% | +27.1% | -41.3% | -19.0% |
| 6M | -25.1% | +85.7% | -110.8% | -35.1% |
| YTD | -21.2% | +69.2% | -90.4% | -30.8% |
| 1Y | -14.2% | +97.5% | -111.7% | -27.1% |
| 3Y | +63.5% | +86.1% | -22.6% | +34.4% |
| 5Y | +49.6% | -10.0% | +59.6% | +39.9% |
| 10Y | +129.4% | +395.0% | -265.6% | +40.3% |
| All | +1,866.7% | +1,630.9% | +235.9% | +788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling