+63.5%
CHRW vs DRI
+66.4%
-2.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +0.6% | +2.8% | -2.2% | +0.2% |
| 30D | -7.3% | +13.3% | -20.5% | -8.9% |
| 3M | -14.2% | +8.2% | -22.4% | -15.3% |
| 6M | -25.1% | +17.5% | -42.6% | -27.1% |
| YTD | -21.2% | +26.9% | -48.1% | -24.0% |
| 1Y | -14.2% | +31.6% | -45.7% | -17.7% |
| 3Y | +63.5% | +67.0% | -3.4% | +43.0% |
| All | +63.5% | +66.4% | -2.9% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling