+1,424.7%
CHRW vs DKS
+6,856.2%
-5,431.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -3.4% | +9.4% | -12.8% | -5.2% |
| 30D | -9.4% | +9.8% | -19.1% | -11.2% |
| 3M | -12.6% | -29.3% | +16.6% | -8.0% |
| 6M | -24.2% | -32.6% | +8.4% | -19.6% |
| YTD | -18.9% | -22.6% | +3.7% | -16.6% |
| 1Y | -13.7% | -29.8% | +16.1% | -9.6% |
| 3Y | +72.6% | +43.2% | +29.4% | +50.0% |
| 5Y | +55.6% | +29.8% | +25.7% | +32.6% |
| 10Y | +122.7% | +236.7% | -113.9% | +38.2% |
| All | +1,424.7% | +6,856.2% | -5,431.5% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling