+88.6%
CHRW vs DBX
+7.2%
+81.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.1% |
| 7D | +1.9% | -1.3% | +3.3% | +2.1% |
| 30D | +0.9% | -2.9% | +3.8% | +1.3% |
| 3M | -19.9% | +23.8% | -43.7% | -22.5% |
| 6M | -15.8% | +26.2% | -42.0% | -19.2% |
| YTD | -5.6% | +21.6% | -27.2% | -9.0% |
| 1Y | +21.0% | +11.4% | +9.6% | +18.1% |
| 3Y | +86.0% | +21.3% | +64.8% | +74.7% |
| 5Y | +88.6% | +6.7% | +82.0% | +73.7% |
| All | +88.6% | +7.2% | +81.4% | +73.7% |
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