+53.2%
CHRW vs DOC
-22.1%
+75.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +0.7% | +6.2% | -5.5% | -1.3% |
| 30D | -5.0% | +6.5% | -11.5% | -6.9% |
| 3M | -16.1% | -6.2% | -9.9% | -14.4% |
| 6M | -22.6% | +25.6% | -48.2% | -28.5% |
| YTD | -19.3% | +32.1% | -51.4% | -26.8% |
| 1Y | -14.9% | +20.3% | -35.2% | -20.4% |
| 3Y | +68.0% | +42.7% | +25.3% | +45.0% |
| 5Y | +53.2% | -22.2% | +75.3% | +66.4% |
| All | +53.2% | -22.1% | +75.2% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling