-13.7%
CHRW vs CDW
+16.9%
-30.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +2.3% |
| 7D | +0.2% | +9.3% | -9.1% | -1.0% |
| 30D | -9.4% | +15.8% | -25.1% | -11.2% |
| 3M | -13.3% | +21.8% | -35.0% | -15.9% |
| 6M | -24.2% | +58.8% | -82.9% | -30.4% |
| YTD | -18.9% | +22.8% | -41.6% | -21.4% |
| All | -13.7% | +16.9% | -30.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling