+67.4%
CHRW vs DOC
+43.2%
+24.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +0.7% | +6.2% | -5.5% | -1.1% |
| 30D | -5.0% | +6.5% | -11.5% | -6.8% |
| 3M | -16.1% | -6.2% | -9.9% | -14.6% |
| 6M | -22.6% | +25.6% | -48.2% | -27.7% |
| YTD | -19.3% | +32.1% | -51.4% | -25.9% |
| 1Y | -14.9% | +20.3% | -35.2% | -19.6% |
| All | +67.4% | +43.2% | +24.2% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling