+8.5%
CRCL vs CHRW
+62.4%
-53.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.6% |
| 7D | -12.5% | +4.4% | -16.9% | -11.8% |
| 30D | +26.9% | +5.5% | +21.4% | +28.3% |
| 3M | +14.4% | -17.3% | +31.7% | +11.0% |
| 6M | -23.5% | -12.7% | -10.9% | -24.7% |
| YTD | +13.9% | -4.1% | +18.0% | +14.9% |
| 1Y | -20.6% | +21.2% | -41.8% | -13.6% |
| All | +8.5% | +62.4% | -53.9% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling