+67.4%
CHRW vs DG
+19.0%
+48.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | -7.3% | +9.5% | -16.8% | -7.7% |
| 3M | -14.2% | +5.5% | -19.6% | -14.5% |
| 6M | -25.1% | +16.1% | -41.2% | -25.8% |
| YTD | -21.2% | +2.7% | -23.8% | -21.4% |
| 1Y | -14.2% | +42.1% | -56.2% | -15.7% |
| All | +67.4% | +19.0% | +48.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling