+19.7%
CHRW vs DG
+21.6%
-2.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +4.1% | -4.8% | +8.9% | +4.4% |
| 30D | +1.9% | +1.8% | +0.1% | +1.7% |
| 3M | -21.2% | +14.5% | -35.6% | -22.3% |
| 6M | -16.7% | -13.6% | -3.1% | -15.6% |
| YTD | -5.4% | -4.8% | -0.5% | -5.0% |
| All | +19.7% | +21.6% | -2.0% | +18.8% |
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