+4,266.9%
CHRW vs CRS
+3,422.8%
+844.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | -16.6% | +13.2% | +0.3% |
| 3M | -19.4% | -3.5% | -15.9% | -18.9% |
| 6M | -21.4% | +15.4% | -36.8% | -24.3% |
| YTD | -7.1% | +51.2% | -58.3% | -16.0% |
| 1Y | +17.8% | +98.3% | -80.5% | -0.7% |
| 3Y | +78.8% | +651.5% | -572.8% | +6.6% |
| 5Y | +83.5% | +1,411.1% | -1,327.6% | -10.5% |
| 10Y | +160.2% | +1,424.3% | -1,264.1% | +9.6% |
| All | +4,266.9% | +3,422.8% | +844.1% | +1,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling