+1,369.7%
CRWD vs CHRW
+116.3%
+1,253.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | +1.5% | -3.5% | +5.0% | +2.3% |
| 3M | +18.5% | -19.4% | +37.9% | +23.1% |
| 6M | +109.1% | -21.4% | +130.5% | +117.4% |
| YTD | +81.8% | -7.1% | +89.0% | +81.5% |
| 1Y | +106.7% | +17.8% | +88.8% | +94.5% |
| 3Y | +428.7% | +78.8% | +349.9% | +337.6% |
| 5Y | +206.4% | +83.5% | +122.8% | +153.6% |
| All | +1,369.7% | +116.3% | +1,253.4% | +851.3% |
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 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