+123.6%
CHRW vs D
+42.6%
+81.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +0.6% | +3.0% | -2.4% | -0.2% |
| 30D | -7.3% | +11.5% | -18.8% | -9.9% |
| 3M | -14.2% | +3.7% | -17.9% | -15.0% |
| 6M | -25.1% | +13.5% | -38.6% | -27.5% |
| YTD | -21.2% | +20.7% | -41.9% | -25.0% |
| 1Y | -14.2% | +18.2% | -32.4% | -18.0% |
| 3Y | +63.5% | +73.3% | -9.8% | +40.8% |
| 5Y | +49.6% | +12.3% | +37.3% | +42.4% |
| All | +123.6% | +42.6% | +81.0% | +107.4% |
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