+174.5%
CHRW vs DG
+102.6%
+71.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | +4.1% | -4.8% | +8.9% | +4.9% |
| 30D | +1.9% | +1.8% | +0.1% | +1.5% |
| 3M | -21.2% | +14.5% | -35.6% | -23.2% |
| 6M | -16.7% | -13.6% | -3.1% | -15.0% |
| YTD | -5.4% | -4.8% | -0.5% | -5.3% |
| 1Y | +21.2% | +21.6% | -0.4% | +15.7% |
| 3Y | +86.5% | +4.5% | +82.0% | +76.4% |
| 5Y | +93.0% | -38.5% | +131.5% | +106.4% |
| 10Y | +174.5% | +102.2% | +72.3% | +125.6% |
| All | +174.5% | +102.6% | +71.9% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling