+82.2%
CHRW vs DAR
+33.7%
+48.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +7.3% | +11.6% | -4.3% | +6.1% |
| 30D | -3.6% | -10.2% | +6.7% | -2.7% |
| 3M | -9.6% | -14.8% | +5.2% | -8.4% |
| 6M | -17.0% | -10.1% | -6.9% | -16.4% |
| YTD | -15.4% | +55.5% | -71.0% | -19.9% |
| 1Y | -10.0% | +61.7% | -71.7% | -15.2% |
| 3Y | +82.2% | +37.2% | +45.0% | +67.9% |
| All | +82.2% | +33.7% | +48.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling