-0.8%
CRM vs CHRW
+90.8%
-91.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | +3.5% | -7.9% | -5.2% |
| 30D | +28.1% | +4.6% | +23.5% | +26.8% |
| 3M | +48.8% | -19.7% | +68.5% | +54.9% |
| 6M | +28.3% | -12.4% | +40.7% | +30.1% |
| YTD | -6.0% | -3.9% | -2.1% | -7.9% |
| 1Y | +1.4% | +18.4% | -16.9% | -6.7% |
| 3Y | +11.8% | +88.8% | -77.0% | -13.7% |
| All | -0.8% | +90.8% | -91.6% | -24.4% |
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