+85.5%
CHRW vs DLTR
+6.4%
+79.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.9% |
| 7D | +1.9% | -5.8% | +7.8% | +2.2% |
| 30D | +0.9% | -5.2% | +6.2% | +1.1% |
| 3M | -19.9% | +15.2% | -35.1% | -20.6% |
| 6M | -15.8% | +7.1% | -22.9% | -16.3% |
| YTD | -5.6% | +0.8% | -6.4% | -5.9% |
| 1Y | +21.0% | +24.8% | -3.7% | +19.0% |
| All | +85.5% | +6.4% | +79.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling