-32.2%
CRCL vs CHRW
+21.9%
-54.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -11.2% | +3.5% | -14.7% | -10.7% |
| 30D | +27.1% | +4.6% | +22.5% | +28.1% |
| 3M | +9.6% | -19.7% | +29.4% | +6.7% |
| 6M | -19.7% | -12.4% | -7.3% | -21.1% |
| YTD | +14.2% | -3.9% | +18.1% | +11.9% |
| 1Y | -32.2% | +18.4% | -50.6% | -29.2% |
| All | -32.2% | +21.9% | -54.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling