+174.5%
CHRW vs DD
+64.9%
+109.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +4.1% | -3.8% | +7.8% | +5.3% |
| 30D | +1.9% | -9.2% | +11.1% | +4.9% |
| 3M | -21.2% | -9.0% | -12.2% | -19.0% |
| 6M | -16.7% | -5.0% | -11.7% | -15.9% |
| YTD | -5.4% | +7.4% | -12.8% | -7.9% |
| 1Y | +21.2% | +35.1% | -13.9% | +9.5% |
| 3Y | +86.5% | +43.2% | +43.3% | +62.6% |
| 5Y | +93.0% | +59.6% | +33.4% | +60.0% |
| 10Y | +174.5% | +66.5% | +108.0% | +112.8% |
| All | +174.5% | +64.9% | +109.6% | +112.8% |
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