+129.9%
CHRW vs D
+48.0%
+81.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +7.3% | -1.4% | +8.7% | +7.7% |
| 30D | -3.6% | +7.7% | -11.3% | -5.5% |
| 3M | -9.6% | -0.3% | -9.3% | -9.6% |
| 6M | -17.0% | +10.1% | -27.1% | -19.1% |
| YTD | -15.4% | +19.1% | -34.5% | -19.3% |
| 1Y | -10.0% | +15.9% | -25.9% | -13.6% |
| 3Y | +82.2% | +75.0% | +7.2% | +56.1% |
| 5Y | +59.4% | +13.4% | +46.0% | +51.3% |
| All | +129.9% | +48.0% | +81.9% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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