+3,715.3%
CHRW vs DD
+617.1%
+3,098.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -3.4% | +2.2% | -5.6% | -4.1% |
| 30D | -9.4% | +20.7% | -30.0% | -14.8% |
| 3M | -12.6% | +11.3% | -24.0% | -15.8% |
| 6M | -24.2% | +6.0% | -30.1% | -26.0% |
| YTD | -18.9% | +31.7% | -50.6% | -26.4% |
| 1Y | -13.7% | +32.2% | -45.9% | -21.9% |
| 3Y | +72.6% | +92.7% | -20.1% | +35.6% |
| 5Y | +55.6% | +72.1% | -16.6% | +24.5% |
| 10Y | +122.7% | +99.7% | +23.1% | +58.6% |
| All | +3,715.3% | +617.1% | +3,098.2% | +1,246.5% |
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