+4,266.9%
CHRW vs DINO
+15,588.4%
-11,321.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.4% | +5.7% | -7.1% | -2.3% |
| 30D | -3.5% | +27.8% | -31.3% | -7.4% |
| 3M | -19.4% | +45.6% | -65.0% | -24.5% |
| 6M | -21.4% | +88.5% | -109.8% | -29.8% |
| YTD | -7.1% | +134.1% | -141.2% | -20.2% |
| 1Y | +17.8% | +111.1% | -93.3% | +2.7% |
| 3Y | +78.8% | +109.1% | -30.3% | +53.5% |
| 5Y | +83.5% | +307.2% | -223.7% | +37.7% |
| 10Y | +160.2% | +495.9% | -335.7% | +67.7% |
| All | +4,266.9% | +15,588.4% | -11,321.5% | +1,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling