+3,607.0%
CHRW vs DAR
+336.4%
+3,270.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +0.6% | -9.9% | +10.5% | +1.3% |
| 30D | -7.3% | -16.4% | +9.1% | -6.2% |
| 3M | -14.2% | -17.1% | +2.9% | -13.2% |
| 6M | -25.1% | -20.5% | -4.6% | -24.1% |
| YTD | -21.2% | +39.4% | -60.6% | -23.1% |
| 1Y | -14.2% | +57.2% | -71.4% | -17.0% |
| 3Y | +63.5% | +13.9% | +49.7% | +59.9% |
| 5Y | +49.6% | -40.8% | +90.4% | +51.6% |
| 10Y | +129.4% | +276.2% | -146.9% | +106.3% |
| All | +3,607.0% | +336.4% | +3,270.6% | +3,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling