+3,858.7%
CHRW vs DECK
+16,895.8%
-13,037.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -0.3% |
| 7D | +4.9% | +10.4% | -5.5% | +3.9% |
| 30D | -4.8% | +11.1% | -15.9% | -5.8% |
| 3M | -13.1% | -10.8% | -2.4% | -12.3% |
| 6M | -16.3% | -8.7% | -7.6% | -15.8% |
| YTD | -15.8% | -14.0% | -1.8% | -15.0% |
| 1Y | -11.1% | +12.0% | -23.2% | -12.7% |
| 3Y | +75.3% | -10.5% | +85.7% | +72.6% |
| 5Y | +56.0% | +28.5% | +27.6% | +46.4% |
| 10Y | +144.9% | +923.3% | -778.3% | +85.1% |
| All | +3,858.7% | +16,895.8% | -13,037.1% | +2,570.2% |
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