+129.9%
CHRW vs DD
+97.1%
+32.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +7.3% | +5.0% | +2.3% | +5.7% |
| 30D | -3.6% | +19.7% | -23.3% | -8.8% |
| 3M | -9.6% | +7.2% | -16.8% | -11.7% |
| 6M | -17.0% | +1.0% | -18.0% | -17.7% |
| YTD | -15.4% | +29.1% | -44.5% | -22.3% |
| 1Y | -10.0% | +28.5% | -38.5% | -17.3% |
| 3Y | +82.2% | +89.4% | -7.3% | +46.0% |
| 5Y | +59.4% | +67.1% | -7.8% | +29.9% |
| All | +129.9% | +97.1% | +32.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling