+129.8%
CHRW vs CRS
+814.8%
-685.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +4.7% | +7.4% | -2.7% | +3.5% |
| 30D | -2.6% | -21.2% | +18.6% | +0.5% |
| 3M | -8.0% | -43.3% | +35.3% | -0.2% |
| 6M | -19.0% | -29.4% | +10.4% | -15.1% |
| YTD | -15.5% | -4.7% | -10.8% | -15.9% |
| 1Y | -10.8% | -9.6% | -1.2% | -10.6% |
| 3Y | +79.8% | +355.5% | -275.7% | +32.5% |
| 5Y | +59.3% | +826.6% | -767.3% | +1.2% |
| All | +129.8% | +814.8% | -685.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling