+57.5%
CHRW vs DAR
-27.0%
+84.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +7.3% | +11.6% | -4.3% | +5.4% |
| 30D | -3.6% | -10.2% | +6.7% | -2.0% |
| 3M | -9.6% | -14.8% | +5.2% | -7.5% |
| 6M | -17.0% | -10.1% | -6.9% | -16.0% |
| YTD | -15.4% | +55.5% | -71.0% | -22.6% |
| 1Y | -10.0% | +61.7% | -71.7% | -18.2% |
| 3Y | +82.2% | +37.2% | +45.0% | +65.1% |
| All | +57.5% | -27.0% | +84.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling