+3,607.0%
CHRW vs DD
+569.7%
+3,037.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +0.6% | +4.6% | -4.0% | -0.9% |
| 30D | -7.3% | +11.8% | -19.1% | -10.6% |
| 3M | -14.2% | +2.2% | -16.3% | -15.0% |
| 6M | -25.1% | -1.6% | -23.4% | -25.2% |
| YTD | -21.2% | +23.0% | -44.2% | -26.9% |
| 1Y | -14.2% | +26.9% | -41.1% | -21.2% |
| 3Y | +63.5% | +77.9% | -14.4% | +31.8% |
| 5Y | +49.6% | +59.9% | -10.3% | +22.6% |
| 10Y | +129.4% | +90.1% | +39.3% | +65.9% |
| All | +3,607.0% | +569.7% | +3,037.3% | +1,237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling