+128.5%
CHRW vs DAR
+290.1%
-161.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.7% |
| 7D | -0.1% | +3.6% | -3.7% | -0.7% |
| 30D | -4.3% | -11.3% | +7.0% | -2.3% |
| 3M | -7.4% | -13.1% | +5.7% | -5.3% |
| 6M | -20.7% | -15.1% | -5.6% | -18.8% |
| YTD | -15.9% | +50.5% | -66.4% | -23.2% |
| 1Y | -9.9% | +57.9% | -67.8% | -18.6% |
| 3Y | +79.0% | +28.9% | +50.0% | +62.7% |
| 5Y | +61.3% | -31.4% | +92.8% | +64.7% |
| 10Y | +128.5% | +301.0% | -172.5% | +53.2% |
| All | +128.5% | +290.1% | -161.5% | +53.2% |
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