+1,325.8%
CRWD vs CHRW
+123.8%
+1,202.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -3.0% | +3.5% | -6.5% | -3.7% |
| 30D | -6.8% | +4.6% | -11.4% | -7.6% |
| 3M | +19.6% | -19.7% | +39.3% | +24.3% |
| 6M | +87.1% | -12.4% | +99.5% | +90.2% |
| YTD | +76.4% | -3.9% | +80.3% | +74.9% |
| 1Y | +90.8% | +18.4% | +72.4% | +79.6% |
| 3Y | +380.0% | +88.8% | +291.1% | +291.9% |
| 5Y | +215.6% | +93.5% | +122.1% | +158.5% |
| All | +1,325.8% | +123.8% | +1,202.0% | +816.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling