+127.0%
CHRW vs DAR
+288.2%
-161.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +2.0% |
| 7D | +0.2% | -2.8% | +3.0% | +0.7% |
| 30D | -9.4% | -12.8% | +3.5% | -7.2% |
| 3M | -13.3% | -11.6% | -1.7% | -11.6% |
| 6M | -24.2% | -16.8% | -7.4% | -22.0% |
| YTD | -18.9% | +45.9% | -64.8% | -25.5% |
| 1Y | -12.4% | +61.5% | -73.9% | -21.2% |
| 3Y | +72.2% | +23.0% | +49.3% | +58.1% |
| 5Y | +53.4% | -35.8% | +89.2% | +58.6% |
| 10Y | +127.0% | +280.4% | -153.4% | +54.0% |
| All | +127.0% | +288.2% | -161.3% | +54.0% |
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