+48.6%
CHRW vs DD
+58.5%
-9.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +0.6% | +4.6% | -4.0% | -1.0% |
| 30D | -7.3% | +11.8% | -19.1% | -10.8% |
| 3M | -14.2% | +2.2% | -16.3% | -15.0% |
| 6M | -25.1% | -1.6% | -23.4% | -25.1% |
| YTD | -21.2% | +23.0% | -44.2% | -27.2% |
| 1Y | -14.2% | +26.9% | -41.1% | -21.6% |
| 3Y | +63.5% | +77.9% | -14.4% | +29.2% |
| All | +48.6% | +58.5% | -9.9% | +13.8% |
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