+7.1%
CRM vs CHRW
+17.2%
-10.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | +34.3% | -3.5% | +37.8% | +34.6% |
| 3M | +37.7% | -19.4% | +57.1% | +38.5% |
| 6M | +34.9% | -21.4% | +56.3% | +35.2% |
| YTD | -1.6% | -7.1% | +5.5% | -2.6% |
| 1Y | +7.1% | +17.8% | -10.7% | +6.1% |
| All | +7.1% | +17.2% | -10.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling