+122.7%
CHRW vs D
+44.7%
+78.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | +2.4% | -5.8% | -4.0% |
| 30D | -9.4% | +10.9% | -20.3% | -11.8% |
| 3M | -12.6% | +2.8% | -15.5% | -13.3% |
| 6M | -24.2% | +12.7% | -36.9% | -26.5% |
| YTD | -18.9% | +20.3% | -39.2% | -22.8% |
| 1Y | -13.7% | +17.1% | -30.8% | -17.4% |
| 3Y | +72.6% | +75.1% | -2.6% | +47.9% |
| 5Y | +55.6% | +13.1% | +42.4% | +47.8% |
| 10Y | +122.7% | +48.3% | +74.5% | +105.0% |
| All | +122.7% | +44.7% | +78.0% | +105.0% |
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