+169.3%
CHRW vs DAR
+367.0%
-197.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +0.9% | +13.0% | -12.0% | -1.5% |
| 3M | -19.9% | +15.0% | -34.9% | -22.3% |
| 6M | -15.8% | +26.8% | -42.6% | -20.1% |
| YTD | -5.6% | +86.4% | -92.0% | -17.0% |
| 1Y | +21.0% | +115.1% | -94.1% | +2.7% |
| 3Y | +86.0% | +14.6% | +71.4% | +75.0% |
| 5Y | +88.6% | -8.8% | +97.4% | +82.1% |
| 10Y | +169.3% | +356.5% | -187.2% | +76.4% |
| All | +169.3% | +367.0% | -197.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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