+86.0%
CHRW vs DINO
+98.1%
-12.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | +1.9% | +27.7% | -25.8% | -1.7% |
| 3M | -21.2% | +56.3% | -77.5% | -26.6% |
| 6M | -16.7% | +107.6% | -124.2% | -26.5% |
| YTD | -5.4% | +140.2% | -145.5% | -19.4% |
| 1Y | +21.2% | +113.0% | -91.8% | +5.3% |
| All | +86.0% | +98.1% | -12.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling