+56.0%
CHRW vs DECK
+31.2%
+24.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -0.5% |
| 7D | +4.9% | +10.4% | -5.5% | +3.6% |
| 30D | -4.8% | +11.1% | -15.9% | -6.1% |
| 3M | -13.1% | -10.8% | -2.4% | -12.0% |
| 6M | -16.3% | -8.7% | -7.6% | -15.6% |
| YTD | -15.8% | -14.0% | -1.8% | -14.8% |
| 1Y | -11.1% | +12.0% | -23.2% | -13.0% |
| 3Y | +75.3% | -10.5% | +85.7% | +68.9% |
| 5Y | +56.0% | +28.5% | +27.6% | +29.9% |
| All | +56.0% | +31.2% | +24.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling