+129.9%
CHRW vs DRI
+331.7%
-201.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.3% | +1.1% | +6.2% | +7.1% |
| 30D | -3.6% | +9.7% | -13.3% | -5.1% |
| 3M | -9.6% | +3.2% | -12.8% | -10.2% |
| 6M | -17.0% | +20.6% | -37.6% | -20.0% |
| YTD | -15.4% | +28.3% | -43.7% | -19.4% |
| 1Y | -10.0% | +34.5% | -44.5% | -14.9% |
| 3Y | +82.2% | +66.5% | +15.6% | +64.4% |
| 5Y | +59.4% | +79.6% | -20.3% | +40.9% |
| All | +129.9% | +331.7% | -201.8% | +86.7% |
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