+15.6%
CRCL vs CHRW
+59.9%
-44.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.4% | -5.4% |
| 7D | +7.5% | +1.9% | +5.5% | +7.9% |
| 30D | +44.3% | +0.9% | +43.3% | +44.7% |
| 3M | +16.5% | -19.9% | +36.4% | +12.4% |
| 6M | -5.6% | -15.8% | +10.2% | -7.5% |
| YTD | +21.3% | -5.6% | +26.9% | +21.9% |
| 1Y | -14.5% | +21.0% | -35.5% | -6.6% |
| All | +15.6% | +59.9% | -44.3% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling