+94.1%
CRH vs CHRW
+90.8%
+3.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | +3.5% | -9.5% | -6.8% |
| 30D | -9.3% | +4.6% | -13.9% | -10.2% |
| 3M | -15.2% | -19.7% | +4.5% | -11.8% |
| 6M | -14.2% | -12.4% | -1.8% | -12.8% |
| YTD | -28.3% | -3.9% | -24.4% | -28.8% |
| 1Y | -21.8% | +18.4% | -40.2% | -26.3% |
| 3Y | +71.6% | +88.8% | -17.2% | +41.1% |
| All | +94.1% | +90.8% | +3.3% | +54.4% |
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