+93.0%
CHRW vs DINO
+328.2%
-235.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.4% |
| 6M | -16.7% | +107.6% | -124.2% | -25.9% |
| YTD | -5.4% | +140.2% | -145.5% | -18.3% |
| 1Y | +21.2% | +113.0% | -91.8% | +6.5% |
| 3Y | +86.5% | +100.1% | -13.6% | +59.2% |
| 5Y | +93.0% | +328.7% | -235.7% | +57.9% |
| All | +93.0% | +328.2% | -235.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling