+78.2%
CHRW vs D
+56.9%
+21.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.5% | -3.6% | +0.1% | -2.6% |
| 3M | -19.4% | -1.0% | -18.4% | -19.1% |
| 6M | -21.4% | +6.3% | -27.7% | -22.6% |
| YTD | -7.1% | +14.7% | -21.8% | -10.3% |
| 1Y | +17.8% | +16.9% | +0.9% | +13.1% |
| All | +78.2% | +56.9% | +21.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling