+169.3%
CHRW vs CDW
+263.0%
-93.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.9% |
| 7D | +1.9% | -3.9% | +5.8% | +2.8% |
| 30D | +0.9% | +6.9% | -6.0% | -1.0% |
| 3M | -19.9% | +7.7% | -27.6% | -22.0% |
| 6M | -15.8% | +18.3% | -34.1% | -21.1% |
| YTD | -5.6% | +7.8% | -13.3% | -9.4% |
| 1Y | +21.0% | -12.2% | +33.2% | +22.3% |
| 3Y | +86.0% | -28.9% | +115.0% | +94.5% |
| 5Y | +88.6% | -22.8% | +111.4% | +88.7% |
| 10Y | +169.3% | +266.1% | -96.8% | +88.0% |
| All | +169.3% | +263.0% | -93.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling