+122.5%
CRWV vs CHRW
+53.8%
+68.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -0.9% |
| 30D | -17.4% | +4.6% | -22.0% | -18.0% |
| 3M | -7.1% | -19.7% | +12.7% | -3.5% |
| 6M | +8.6% | -12.4% | +21.0% | +9.2% |
| YTD | +24.3% | -3.9% | +28.2% | +16.7% |
| 1Y | -21.0% | +18.4% | -39.4% | -33.1% |
| All | +122.5% | +53.8% | +68.6% | +54.0% |
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