+17.3%
CHRW vs DINO
+111.1%
-93.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -1.8% | +5.7% | -7.5% | -1.8% |
| 30D | -3.9% | +27.8% | -31.7% | -3.8% |
| 3M | -19.7% | +45.6% | -65.4% | -20.0% |
| 6M | -21.7% | +88.5% | -110.2% | -22.1% |
| YTD | -7.5% | +134.1% | -141.6% | -7.9% |
| 1Y | +17.3% | +111.1% | -93.8% | +15.4% |
| All | +17.3% | +111.1% | -93.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling