+21.2%
CHRW vs DLTR
+21.9%
-0.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +4.4% | -9.4% | +13.8% | +4.4% |
| 30D | +5.5% | -7.3% | +12.8% | +5.5% |
| 3M | -17.3% | +7.6% | -24.8% | -17.7% |
| 6M | -12.7% | +1.6% | -14.2% | -13.0% |
| YTD | -4.1% | -3.5% | -0.6% | -4.0% |
| 1Y | +21.2% | +20.0% | +1.2% | +22.1% |
| All | +21.2% | +21.9% | -0.7% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling