+86.0%
CHRW vs CRS
+653.3%
-567.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.1% |
| 7D | +1.9% | -3.1% | +5.0% | +2.3% |
| 30D | +0.9% | -19.6% | +20.5% | +3.4% |
| 3M | -19.9% | -8.1% | -11.8% | -19.0% |
| 6M | -15.8% | +18.6% | -34.4% | -16.9% |
| YTD | -5.6% | +45.9% | -51.4% | -8.3% |
| 1Y | +21.0% | +82.5% | -61.4% | +15.3% |
| 3Y | +86.0% | +648.9% | -562.9% | +47.0% |
| All | +86.0% | +653.3% | -567.2% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling