+78.2%
CHRW vs CDW
-25.3%
+103.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.4% | +3.2% | -4.6% | -1.9% |
| 30D | -3.5% | +9.3% | -12.8% | -5.0% |
| 3M | -19.4% | +9.8% | -29.2% | -20.8% |
| 6M | -21.4% | +23.3% | -44.7% | -25.4% |
| YTD | -7.1% | +13.7% | -20.8% | -10.3% |
| 1Y | +17.8% | -6.5% | +24.3% | +17.7% |
| All | +78.2% | -25.3% | +103.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling