-11.1%
CHRW vs DOC
+21.8%
-33.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | +4.9% | +8.7% | -3.8% | +2.5% |
| 30D | -4.8% | +7.6% | -12.5% | -6.7% |
| 3M | -13.1% | -5.3% | -7.9% | -12.3% |
| 6M | -16.3% | +27.6% | -44.0% | -20.1% |
| YTD | -15.8% | +32.4% | -48.2% | -21.1% |
| 1Y | -11.1% | +22.9% | -34.0% | -14.6% |
| All | -11.1% | +21.8% | -33.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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