+3,715.3%
CHRW vs DOV
+1,383.7%
+2,331.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.8% |
| 30D | -9.4% | +12.8% | -22.1% | -14.1% |
| 3M | -13.3% | +1.1% | -14.4% | -13.9% |
| 6M | -24.2% | -2.6% | -21.5% | -24.0% |
| YTD | -18.9% | +9.9% | -28.8% | -23.1% |
| 1Y | -12.4% | +19.3% | -31.7% | -20.0% |
| 3Y | +72.2% | +68.4% | +3.9% | +31.4% |
| 5Y | +53.4% | +29.1% | +24.2% | +29.9% |
| 10Y | +127.0% | +340.2% | -213.2% | +4.0% |
| All | +3,715.3% | +1,383.7% | +2,331.6% | +655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling