+3,858.7%
CHRW vs DOC
+577.5%
+3,281.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | +4.9% | +8.7% | -3.8% | +2.2% |
| 30D | -4.8% | +7.6% | -12.5% | -7.0% |
| 3M | -13.1% | -5.3% | -7.9% | -11.7% |
| 6M | -16.3% | +27.6% | -44.0% | -23.0% |
| YTD | -15.8% | +32.4% | -48.2% | -23.6% |
| 1Y | -11.1% | +22.9% | -34.0% | -17.4% |
| 3Y | +75.3% | +43.1% | +32.2% | +53.1% |
| 5Y | +56.0% | -21.4% | +77.4% | +62.4% |
| 10Y | +144.9% | +16.8% | +128.1% | +107.0% |
| All | +3,858.7% | +577.5% | +3,281.2% | +1,319.4% |
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 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