+1,341.4%
CRDO vs CHRW
+61.6%
+1,279.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.6% | +4.1% | -2.4% | +0.9% |
| 30D | -30.0% | +1.9% | -31.9% | -30.3% |
| 3M | -28.3% | -21.2% | -7.2% | -25.3% |
| 6M | +44.8% | -16.7% | +61.5% | +48.6% |
| YTD | +16.7% | -5.4% | +22.1% | +15.1% |
| 1Y | +12.7% | +21.2% | -8.5% | +3.8% |
| 3Y | +960.1% | +86.5% | +873.6% | +737.2% |
| All | +1,341.4% | +61.6% | +1,279.8% | +1,137.3% |
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