+57.5%
CHRW vs DLTR
+12.1%
+45.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.3% |
| 7D | +7.3% | +5.3% | +2.0% | +6.7% |
| 30D | -3.6% | +13.4% | -17.0% | -4.8% |
| 3M | -9.6% | +6.6% | -16.2% | -10.3% |
| 6M | -17.0% | +59.1% | -76.1% | -21.5% |
| YTD | -15.4% | +12.3% | -27.7% | -17.0% |
| 1Y | -10.0% | +33.9% | -43.9% | -13.6% |
| 3Y | +82.2% | +23.0% | +59.2% | +73.5% |
| All | +57.5% | +12.1% | +45.3% | +53.2% |
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