+3,715.3%
CHRW vs DRI
+6,184.6%
-2,469.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | +0.2% | +3.1% | -2.9% | -0.6% |
| 30D | -9.4% | +16.2% | -25.6% | -12.8% |
| 3M | -13.3% | +8.4% | -21.6% | -15.3% |
| 6M | -24.2% | +19.0% | -43.2% | -27.8% |
| YTD | -18.9% | +28.8% | -47.7% | -24.4% |
| 1Y | -12.4% | +33.1% | -45.5% | -19.1% |
| 3Y | +72.2% | +70.8% | +1.5% | +47.0% |
| 5Y | +53.4% | +74.2% | -20.9% | +28.8% |
| 10Y | +127.0% | +345.5% | -218.6% | +35.0% |
| All | +3,715.3% | +6,184.6% | -2,469.3% | +904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling