+178.3%
CHRW vs DKS
+206.3%
-28.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.1% |
| 7D | +3.5% | -2.0% | +5.5% | +3.7% |
| 30D | +4.6% | -32.7% | +37.3% | +9.5% |
| 3M | -19.7% | -38.8% | +19.1% | -14.9% |
| 6M | -12.4% | -29.4% | +17.0% | -9.2% |
| YTD | -3.9% | -30.3% | +26.4% | -0.3% |
| 1Y | +18.4% | -39.6% | +58.0% | +25.0% |
| 3Y | +88.8% | +32.2% | +56.7% | +74.3% |
| 5Y | +93.5% | +15.1% | +78.4% | +77.1% |
| All | +178.3% | +206.3% | -28.0% | +109.1% |
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