+4,266.9%
CHRW vs DOV
+1,243.7%
+3,023.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.7% |
| 7D | -1.4% | -2.7% | +1.3% | -0.2% |
| 30D | -3.5% | -8.1% | +4.6% | +0.2% |
| 3M | -19.4% | -9.4% | -10.0% | -16.4% |
| 6M | -21.4% | -12.6% | -8.8% | -17.3% |
| YTD | -7.1% | -0.5% | -6.7% | -7.9% |
| 1Y | +17.8% | +9.2% | +8.6% | +11.6% |
| 3Y | +78.8% | +34.1% | +44.7% | +51.2% |
| 5Y | +83.5% | +17.3% | +66.3% | +62.4% |
| 10Y | +160.2% | +284.9% | -124.7% | +26.2% |
| All | +4,266.9% | +1,243.7% | +3,023.2% | +804.8% |
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