+86.8%
CHRW vs DOC
-24.5%
+111.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | -3.5% | -4.8% | +1.3% | -2.0% |
| 3M | -19.4% | +6.9% | -26.3% | -21.1% |
| 6M | -21.4% | +20.7% | -42.1% | -26.3% |
| YTD | -7.1% | +34.1% | -41.3% | -16.2% |
| 1Y | +17.8% | +22.6% | -4.8% | +9.4% |
| 3Y | +78.8% | +20.8% | +57.9% | +65.0% |
| All | +86.8% | -24.5% | +111.4% | +100.2% |
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