+4,266.9%
CHRW vs DECK
+16,266.4%
-11,999.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | -3.5% | -13.6% | +10.1% | -2.1% |
| 3M | -19.4% | -21.2% | +1.8% | -17.6% |
| 6M | -21.4% | -21.1% | -0.3% | -19.7% |
| YTD | -7.1% | -17.2% | +10.1% | -5.8% |
| 1Y | +17.8% | -30.7% | +48.6% | +21.1% |
| 3Y | +78.8% | -3.4% | +82.1% | +74.5% |
| 5Y | +83.5% | +25.5% | +58.0% | +72.4% |
| 10Y | +160.2% | +714.7% | -554.4% | +100.7% |
| All | +4,266.9% | +16,266.4% | -11,999.5% | +2,859.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling