+4,266.9%
CHRW vs DOC
+586.4%
+3,680.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 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% | -26.4% |
| YTD | -7.1% | +34.1% | -41.3% | -16.0% |
| 1Y | +17.8% | +22.6% | -4.8% | +9.4% |
| 3Y | +78.8% | +20.8% | +57.9% | +64.2% |
| 5Y | +83.5% | -24.9% | +108.4% | +93.7% |
| 10Y | +160.2% | -1.8% | +162.1% | +133.1% |
| All | +4,266.9% | +586.4% | +3,680.5% | +1,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling