+86.8%
CHRW vs DRI
+72.9%
+13.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -3.5% | +3.8% | -7.3% | -4.5% |
| 3M | -19.4% | +13.0% | -32.4% | -21.9% |
| 6M | -21.4% | +8.3% | -29.7% | -23.1% |
| YTD | -7.1% | +20.6% | -27.8% | -11.6% |
| 1Y | +17.8% | +6.5% | +11.4% | +15.3% |
| 3Y | +78.8% | +53.7% | +25.1% | +57.3% |
| All | +86.8% | +72.9% | +13.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling