+221.4%
CHRW vs DG
+612.5%
-391.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.8% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -7.3% | +9.5% | -16.8% | -8.9% |
| 3M | -14.2% | +5.5% | -19.6% | -15.3% |
| 6M | -25.1% | +16.1% | -41.2% | -27.6% |
| YTD | -21.2% | +2.7% | -23.8% | -22.3% |
| 1Y | -14.2% | +42.1% | -56.2% | -20.7% |
| 3Y | +63.5% | +19.3% | +44.3% | +50.2% |
| 5Y | +49.6% | -35.3% | +84.9% | +55.9% |
| 10Y | +129.4% | +123.9% | +5.5% | +79.9% |
| All | +221.4% | +612.5% | -391.1% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling