+86.0%
CHRW vs DOV
+42.3%
+43.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.9% | +2.5% | -0.6% | +1.2% |
| 30D | +0.9% | -7.5% | +8.5% | +3.2% |
| 3M | -19.9% | -9.7% | -10.2% | -17.6% |
| 6M | -15.8% | -6.1% | -9.7% | -14.5% |
| YTD | -5.6% | +0.5% | -6.1% | -6.0% |
| 1Y | +21.0% | +10.5% | +10.5% | +17.1% |
| 3Y | +86.0% | +41.7% | +44.3% | +67.0% |
| All | +86.0% | +42.3% | +43.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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