+61.3%
CHRW vs DBX
+20.7%
+40.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.3% |
| 7D | -0.1% | -8.1% | +8.1% | +1.3% |
| 30D | -4.3% | -4.9% | +0.6% | -3.6% |
| 3M | -7.4% | -2.7% | -4.7% | -7.2% |
| 6M | -20.7% | +25.2% | -45.9% | -23.6% |
| YTD | -15.9% | +19.3% | -35.1% | -18.7% |
| 1Y | -9.9% | +6.6% | -16.5% | -11.4% |
| 3Y | +79.0% | +24.6% | +54.3% | +66.5% |
| 5Y | +61.3% | +23.5% | +37.8% | +42.4% |
| All | +61.3% | +20.7% | +40.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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