+56.0%
CHRW vs DOC
-22.8%
+78.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.8% |
| 7D | +4.9% | +8.7% | -3.8% | +2.0% |
| 30D | -4.8% | +7.6% | -12.5% | -7.1% |
| 3M | -13.1% | -5.3% | -7.9% | -11.7% |
| 6M | -16.3% | +27.6% | -44.0% | -23.1% |
| YTD | -15.8% | +32.4% | -48.2% | -23.7% |
| 1Y | -11.1% | +22.9% | -34.0% | -17.5% |
| 3Y | +75.3% | +43.1% | +32.2% | +51.2% |
| 5Y | +56.0% | -21.4% | +77.4% | +68.9% |
| All | +56.0% | -22.8% | +78.8% | +68.9% |
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