+169.3%
CHRW vs DRI
+350.3%
-181.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +1.9% | -1.2% | +3.2% | +2.1% |
| 30D | +0.9% | -0.4% | +1.3% | +0.9% |
| 3M | -19.9% | +9.5% | -29.4% | -21.3% |
| 6M | -15.8% | +6.5% | -22.3% | -17.0% |
| YTD | -5.6% | +18.4% | -24.0% | -8.6% |
| 1Y | +21.0% | +4.2% | +16.8% | +19.5% |
| 3Y | +86.0% | +57.1% | +28.9% | +69.7% |
| 5Y | +88.6% | +70.4% | +18.2% | +68.3% |
| 10Y | +169.3% | +354.0% | -184.7% | +109.6% |
| All | +169.3% | +350.3% | -181.0% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling