+93.0%
CHRW vs DLTR
+27.2%
+65.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | +4.1% | -10.2% | +14.3% | +5.1% |
| 30D | +1.9% | -8.5% | +10.4% | +2.7% |
| 3M | -21.2% | +5.6% | -26.7% | -21.8% |
| 6M | -16.7% | +2.2% | -18.9% | -17.3% |
| YTD | -5.4% | -3.8% | -1.6% | -5.6% |
| 1Y | +21.2% | +22.9% | -1.8% | +17.3% |
| 3Y | +86.5% | +2.0% | +84.4% | +81.7% |
| 5Y | +93.0% | +29.8% | +63.2% | +93.6% |
| All | +93.0% | +27.2% | +65.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling