+17.3%
CHRW vs DRI
+6.9%
+10.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -3.9% | +3.8% | -7.7% | -4.5% |
| 3M | -19.7% | +13.0% | -32.8% | -21.2% |
| 6M | -21.7% | +8.3% | -30.0% | -22.7% |
| YTD | -7.5% | +20.6% | -28.1% | -8.5% |
| 1Y | +17.3% | +6.5% | +10.9% | +14.5% |
| All | +17.3% | +6.9% | +10.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling