-11.1%
CHRW vs DKS
-29.5%
+18.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -0.5% |
| 7D | +4.9% | +8.4% | -3.5% | +4.0% |
| 30D | -4.8% | +7.7% | -12.5% | -5.5% |
| 3M | -13.1% | -25.8% | +12.6% | -10.0% |
| 6M | -16.3% | -31.0% | +14.7% | -12.7% |
| YTD | -15.8% | -23.8% | +8.0% | -14.7% |
| 1Y | -11.1% | -29.8% | +18.7% | -8.0% |
| All | -11.1% | -29.5% | +18.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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