-10.0%
CHRW vs DG
+31.9%
-41.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | -3.6% | +3.2% | -6.8% | -3.8% |
| 3M | -9.6% | +10.4% | -20.0% | -10.3% |
| 6M | -17.0% | +33.2% | -50.2% | -19.3% |
| YTD | -15.4% | +3.0% | -18.4% | -15.5% |
| 1Y | -10.0% | +31.2% | -41.2% | -11.0% |
| All | -10.0% | +31.9% | -41.9% | -11.0% |
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