+3,695.2%
CHRW vs D
+1,179.7%
+2,515.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | +0.7% | +6.9% | -6.3% | -1.6% |
| 30D | -5.0% | +12.3% | -17.3% | -8.7% |
| 3M | -16.1% | +3.0% | -19.1% | -17.0% |
| 6M | -22.6% | +12.8% | -35.4% | -25.9% |
| YTD | -19.3% | +22.6% | -41.8% | -25.0% |
| 1Y | -14.9% | +21.7% | -36.6% | -20.9% |
| 3Y | +68.0% | +83.9% | -15.9% | +33.9% |
| 5Y | +53.2% | +14.0% | +39.2% | +41.9% |
| 10Y | +134.8% | +45.6% | +89.3% | +89.5% |
| All | +3,695.2% | +1,179.7% | +2,515.4% | +1,600.5% |
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 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