+86.8%
CHRW vs DECK
+25.5%
+61.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | -3.5% | -13.6% | +10.1% | -1.7% |
| 3M | -19.4% | -21.2% | +1.8% | -17.1% |
| 6M | -21.4% | -21.1% | -0.3% | -19.3% |
| YTD | -7.1% | -17.2% | +10.1% | -5.5% |
| 1Y | +17.8% | -30.7% | +48.6% | +22.4% |
| 3Y | +78.8% | -3.4% | +82.1% | +70.7% |
| All | +86.8% | +25.5% | +61.3% | +63.7% |
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