+123.6%
CHRW vs CDW
+303.2%
-179.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | -7.3% | +14.7% | -22.0% | -10.6% |
| 3M | -14.2% | +11.1% | -25.3% | -17.1% |
| 6M | -25.1% | +45.6% | -70.7% | -33.1% |
| YTD | -21.2% | +17.1% | -38.3% | -26.2% |
| 1Y | -14.2% | +13.2% | -27.3% | -18.9% |
| 3Y | +63.5% | -22.2% | +85.7% | +66.4% |
| 5Y | +49.6% | -10.1% | +59.7% | +43.3% |
| All | +123.6% | +303.2% | -179.6% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling