+259.9%
CHRW vs CDW
+903.1%
-643.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | -3.5% | +9.3% | -12.8% | -5.8% |
| 3M | -19.4% | +9.8% | -29.2% | -21.8% |
| 6M | -21.4% | +23.3% | -44.7% | -26.9% |
| YTD | -7.1% | +13.7% | -20.8% | -11.9% |
| 1Y | +17.8% | -6.5% | +24.3% | +17.2% |
| 3Y | +78.8% | -25.2% | +104.0% | +84.6% |
| 5Y | +83.5% | -19.5% | +103.0% | +82.3% |
| 10Y | +160.2% | +285.8% | -125.6% | +72.2% |
| All | +259.9% | +903.1% | -643.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling