+71.6%
CRH vs CHRW
+88.3%
-16.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | +3.5% | -9.5% | -6.6% |
| 30D | -9.3% | +4.6% | -13.9% | -10.0% |
| 3M | -15.2% | -19.7% | +4.5% | -12.6% |
| 6M | -14.2% | -12.4% | -1.8% | -13.1% |
| YTD | -28.3% | -3.9% | -24.4% | -28.5% |
| 1Y | -21.8% | +18.4% | -40.2% | -24.5% |
| 3Y | +71.6% | +88.8% | -17.2% | +55.8% |
| All | +71.6% | +88.3% | -16.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling