+61.3%
CHRW vs D
+13.0%
+48.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.1% | -2.4% | +2.4% | +0.6% |
| 30D | -4.3% | +9.0% | -13.3% | -6.5% |
| 3M | -7.4% | +1.0% | -8.4% | -7.7% |
| 6M | -20.7% | +11.0% | -31.7% | -22.9% |
| YTD | -15.9% | +19.8% | -35.6% | -20.0% |
| 1Y | -9.9% | +16.0% | -25.8% | -13.6% |
| 3Y | +79.0% | +74.4% | +4.6% | +52.9% |
| 5Y | +61.3% | +13.5% | +47.8% | +59.5% |
| All | +61.3% | +13.0% | +48.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling