+88.8%
CHRW vs DGX
+96.4%
-7.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | 0.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.6% |
| 30D | +4.6% | -1.2% | +5.8% | +4.8% |
| 3M | -19.7% | +15.8% | -35.5% | -22.0% |
| 6M | -12.4% | +18.2% | -30.6% | -15.3% |
| YTD | -3.9% | +37.2% | -41.1% | -9.9% |
| 1Y | +18.4% | +30.4% | -12.0% | +12.0% |
| 3Y | +88.8% | +96.7% | -7.9% | +58.9% |
| All | +88.8% | +96.4% | -7.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling