+3,875.0%
CHRW vs CRS
+2,121.2%
+1,753.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +4.7% | +7.4% | -2.7% | +3.1% |
| 30D | -2.6% | -21.2% | +18.6% | +1.8% |
| 3M | -8.0% | -43.3% | +35.3% | +2.9% |
| 6M | -19.0% | -29.4% | +10.4% | -13.7% |
| YTD | -15.5% | -4.7% | -10.8% | -16.3% |
| 1Y | -10.8% | -9.6% | -1.2% | -10.8% |
| 3Y | +79.8% | +355.5% | -275.7% | +18.8% |
| 5Y | +59.3% | +826.6% | -767.3% | -14.2% |
| 10Y | +129.6% | +846.1% | -716.5% | +7.3% |
| All | +3,875.0% | +2,121.2% | +1,753.8% | +1,096.4% |
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