+177.7%
CHRW vs DLTR
+45.9%
+131.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +4.4% | -9.4% | +13.8% | +5.6% |
| 30D | +5.5% | -7.3% | +12.8% | +6.4% |
| 3M | -17.3% | +7.6% | -24.8% | -18.3% |
| 6M | -12.7% | +1.6% | -14.2% | -13.5% |
| YTD | -4.1% | -3.5% | -0.6% | -4.5% |
| 1Y | +21.2% | +20.0% | +1.2% | +16.7% |
| 3Y | +88.9% | +2.3% | +86.6% | +82.2% |
| 5Y | +93.1% | +31.5% | +61.5% | +75.6% |
| All | +177.7% | +45.9% | +131.8% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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