+178.3%
CHRW vs DGX
+255.3%
-77.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +4.6% | -1.2% | +5.8% | +4.8% |
| 3M | -19.7% | +15.8% | -35.5% | -22.7% |
| 6M | -12.4% | +18.2% | -30.6% | -16.1% |
| YTD | -3.9% | +37.2% | -41.1% | -11.4% |
| 1Y | +18.4% | +30.4% | -12.0% | +10.2% |
| 3Y | +88.8% | +96.7% | -7.9% | +56.8% |
| 5Y | +93.5% | +67.2% | +26.4% | +65.5% |
| All | +178.3% | +255.3% | -77.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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