+93.0%
CHRW vs CRS
+1,446.1%
-1,353.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | +1.9% | -18.1% | +20.0% | +4.9% |
| 3M | -21.2% | -12.4% | -8.7% | -19.6% |
| 6M | -16.7% | +15.9% | -32.6% | -18.6% |
| YTD | -5.4% | +45.8% | -51.2% | -10.6% |
| 1Y | +21.2% | +87.8% | -66.6% | +9.9% |
| 3Y | +86.5% | +648.7% | -562.3% | +26.2% |
| 5Y | +93.0% | +1,416.6% | -1,323.6% | +13.8% |
| All | +93.0% | +1,446.1% | -1,353.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling