+78.2%
CHRW vs DOCU
+33.7%
+44.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.7% |
| 7D | -1.4% | +6.9% | -8.3% | -2.0% |
| 30D | -3.5% | +19.0% | -22.5% | -5.1% |
| 3M | -19.4% | +34.3% | -53.7% | -21.4% |
| 6M | -21.4% | +48.0% | -69.4% | -24.3% |
| YTD | -7.1% | 0.0% | -7.1% | -7.7% |
| 1Y | +17.8% | -10.3% | +28.1% | +18.0% |
| All | +78.2% | +33.7% | +44.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 3y: compounded portfolio wealth divided by compounded DOCU 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…
3y analysis · Full analysis span regression · 6 months rolling