+129.8%
CHRW vs DAR
+307.1%
-177.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +4.7% | +9.2% | -4.5% | +3.0% |
| 30D | -2.6% | -12.3% | +9.7% | -0.3% |
| 3M | -8.0% | -12.7% | +4.7% | -5.9% |
| 6M | -19.0% | -12.8% | -6.2% | -17.5% |
| YTD | -15.5% | +53.8% | -69.2% | -23.1% |
| 1Y | -10.8% | +60.3% | -71.1% | -19.6% |
| 3Y | +79.8% | +31.7% | +48.1% | +62.8% |
| 5Y | +59.3% | -27.7% | +87.0% | +60.9% |
| All | +129.8% | +307.1% | -177.2% | +53.5% |
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