+4,266.9%
CHRW vs DLTR
+2,005.8%
+2,261.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -3.5% | +2.1% | -5.5% | -3.9% |
| 3M | -19.4% | +20.3% | -39.7% | -22.3% |
| 6M | -21.4% | +11.5% | -32.9% | -23.7% |
| YTD | -7.1% | +6.8% | -14.0% | -9.4% |
| 1Y | +17.8% | +31.1% | -13.3% | +10.4% |
| 3Y | +78.8% | +10.7% | +68.1% | +67.3% |
| 5Y | +83.5% | +41.6% | +41.9% | +59.9% |
| 10Y | +160.2% | +58.1% | +102.1% | +111.9% |
| All | +4,266.9% | +2,005.8% | +2,261.1% | +1,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling