-10.0%
CHRW vs DKS
-30.6%
+20.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +7.3% | +6.3% | +1.0% | +6.6% |
| 30D | -3.6% | +9.3% | -12.9% | -4.4% |
| 3M | -9.6% | -25.3% | +15.7% | -6.4% |
| 6M | -17.0% | -29.2% | +12.2% | -13.9% |
| YTD | -15.4% | -22.7% | +7.3% | -14.3% |
| 1Y | -10.0% | -30.1% | +20.1% | -7.3% |
| All | -10.0% | -30.6% | +20.6% | -7.3% |
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