+5,676.4%
CRM vs CHRW
+1,001.1%
+4,675.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | +4.1% | -9.0% | -6.7% |
| 30D | +23.6% | +1.9% | +21.7% | +22.3% |
| 3M | +39.6% | -21.2% | +60.8% | +52.4% |
| 6M | +23.4% | -16.7% | +40.1% | +30.1% |
| YTD | -7.4% | -5.4% | -2.0% | -9.6% |
| 1Y | -2.3% | +21.2% | -23.5% | -16.6% |
| 3Y | +10.5% | +86.5% | -76.0% | -28.0% |
| 5Y | -4.7% | +93.0% | -97.8% | -40.9% |
| 10Y | +234.7% | +174.5% | +60.2% | +56.9% |
| All | +5,676.4% | +1,001.1% | +4,675.2% | +950.6% |
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