+128.9%
CHRW vs DECK
+885.7%
-756.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +0.7% | +6.0% | -5.3% | -0.2% |
| 30D | -5.0% | +7.4% | -12.4% | -6.0% |
| 3M | -16.1% | -11.7% | -4.5% | -14.7% |
| 6M | -22.6% | -11.0% | -11.7% | -21.6% |
| YTD | -19.3% | -15.4% | -3.9% | -18.0% |
| 1Y | -14.9% | +7.2% | -22.2% | -16.6% |
| 3Y | +68.0% | -11.8% | +79.9% | +62.8% |
| 5Y | +53.2% | +24.3% | +28.8% | +37.1% |
| All | +128.9% | +885.7% | -756.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling