-11.1%
CHRW vs DG
+45.3%
-56.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -0.4% |
| 7D | +4.9% | +12.3% | -7.4% | +3.8% |
| 30D | -4.8% | +19.3% | -24.1% | -6.2% |
| 3M | -13.1% | +11.9% | -25.0% | -14.0% |
| 6M | -16.3% | +25.0% | -41.3% | -18.1% |
| YTD | -15.8% | +8.7% | -24.5% | -16.5% |
| 1Y | -11.1% | +44.7% | -55.8% | -15.4% |
| All | -11.1% | +45.3% | -56.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling