+164.0%
CHRW vs D
+35.0%
+129.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | -3.5% | -2.6% | -0.9% | -2.8% |
| 3M | -19.4% | 0.0% | -19.4% | -19.4% |
| 6M | -21.4% | +7.4% | -28.7% | -22.9% |
| YTD | -7.1% | +15.9% | -23.0% | -10.7% |
| 1Y | +17.8% | +18.1% | -0.3% | +12.6% |
| 3Y | +78.8% | +58.4% | +20.4% | +57.2% |
| 5Y | +83.5% | +5.2% | +78.3% | +77.5% |
| All | +164.0% | +35.0% | +129.0% | +145.4% |
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