+4,339.7%
CHRW vs DGX
+8,080.5%
-3,740.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +0.9% | -1.2% | +2.1% | +1.2% |
| 3M | -19.9% | +19.9% | -39.8% | -23.4% |
| 6M | -15.8% | +19.2% | -35.0% | -19.4% |
| YTD | -5.6% | +37.5% | -43.1% | -12.8% |
| 1Y | +21.0% | +31.3% | -10.2% | +12.8% |
| 3Y | +86.0% | +96.6% | -10.6% | +56.3% |
| 5Y | +88.6% | +64.3% | +24.4% | +63.9% |
| 10Y | +169.3% | +241.1% | -71.8% | +91.6% |
| All | +4,339.7% | +8,080.5% | -3,740.8% | +1,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling