+4,266.9%
CHRW vs D
+1,109.9%
+3,157.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -3.5% | -3.6% | +0.1% | -2.3% |
| 3M | -19.4% | -1.0% | -18.4% | -19.1% |
| 6M | -21.4% | +6.3% | -27.7% | -23.2% |
| YTD | -7.1% | +14.7% | -21.8% | -11.7% |
| 1Y | +17.8% | +16.9% | +0.9% | +11.1% |
| 3Y | +78.8% | +56.8% | +22.0% | +50.1% |
| 5Y | +83.5% | +5.2% | +78.3% | +74.6% |
| 10Y | +160.2% | +35.9% | +124.4% | +115.0% |
| All | +4,266.9% | +1,109.9% | +3,157.0% | +1,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling