+213.5%
CRWD vs CHRW
+89.7%
+123.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.2% | +4.1% | -1.9% | +1.3% |
| 30D | -7.7% | +1.9% | -9.6% | -8.1% |
| 3M | +28.9% | -21.2% | +50.0% | +34.6% |
| 6M | +91.5% | -16.7% | +108.1% | +96.7% |
| YTD | +77.3% | -5.4% | +82.7% | +76.0% |
| 1Y | +96.3% | +21.2% | +75.1% | +82.5% |
| 3Y | +394.5% | +86.5% | +308.0% | +294.3% |
| 5Y | +213.5% | +93.0% | +120.4% | +152.5% |
| All | +213.5% | +89.7% | +123.8% | +152.5% |
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