+129.8%
CHRW vs DKS
+217.6%
-87.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | +4.7% | +3.3% | +1.5% | +4.3% |
| 30D | -2.6% | +5.9% | -8.5% | -3.4% |
| 3M | -8.0% | -27.4% | +19.4% | -4.9% |
| 6M | -19.0% | -32.6% | +13.6% | -15.6% |
| YTD | -15.5% | -24.8% | +9.4% | -13.4% |
| 1Y | -10.8% | -32.8% | +22.0% | -7.2% |
| 3Y | +79.8% | +39.1% | +40.7% | +64.6% |
| 5Y | +59.3% | +25.0% | +34.3% | +44.0% |
| All | +129.8% | +217.6% | -87.8% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling