+2,216.9%
CHRW vs CRL
+1,379.5%
+837.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.5% | +10.7% | -14.1% | -5.6% |
| 3M | -19.4% | +55.3% | -74.7% | -26.8% |
| 6M | -21.4% | +60.7% | -82.0% | -29.6% |
| YTD | -7.1% | +44.6% | -51.8% | -15.2% |
| 1Y | +17.8% | +77.7% | -59.9% | +2.5% |
| 3Y | +78.8% | +37.6% | +41.1% | +57.5% |
| 5Y | +83.5% | -35.8% | +119.3% | +85.5% |
| 10Y | +160.2% | +241.7% | -81.5% | +73.5% |
| All | +2,216.9% | +1,379.5% | +837.4% | +989.5% |
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 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