+88.6%
CHRW vs DD
+61.7%
+26.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +0.9% | -7.4% | +8.4% | +3.5% |
| 3M | -19.9% | -6.4% | -13.4% | -18.3% |
| 6M | -15.8% | -2.5% | -13.3% | -15.7% |
| YTD | -5.6% | +10.2% | -15.8% | -9.2% |
| 1Y | +21.0% | +36.9% | -15.9% | +7.9% |
| 3Y | +86.0% | +47.0% | +39.0% | +58.3% |
| 5Y | +88.6% | +63.1% | +25.5% | +49.8% |
| All | +88.6% | +61.7% | +26.9% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling