+4,266.9%
CHRW vs DD
+501.5%
+3,765.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.4% | -3.5% | +2.1% | -0.3% |
| 30D | -3.5% | -10.3% | +6.8% | 0.0% |
| 3M | -19.4% | -7.5% | -11.9% | -17.5% |
| 6M | -21.4% | -8.0% | -13.4% | -19.7% |
| YTD | -7.1% | +10.5% | -17.6% | -10.7% |
| 1Y | +17.8% | +38.3% | -20.5% | +5.0% |
| 3Y | +78.8% | +42.5% | +36.3% | +54.8% |
| 5Y | +83.5% | +60.2% | +23.4% | +50.2% |
| 10Y | +160.2% | +68.9% | +91.4% | +95.9% |
| All | +4,266.9% | +501.5% | +3,765.4% | +1,534.7% |
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