+3,607.0%
CHRW vs DRI
+6,091.0%
-2,484.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | -7.3% | +13.3% | -20.5% | -10.2% |
| 3M | -14.2% | +8.2% | -22.4% | -16.1% |
| 6M | -25.1% | +17.5% | -42.6% | -28.5% |
| YTD | -21.2% | +26.9% | -48.1% | -26.3% |
| 1Y | -14.2% | +31.6% | -45.7% | -20.5% |
| 3Y | +63.5% | +67.0% | -3.4% | +40.3% |
| 5Y | +49.6% | +72.9% | -23.3% | +25.8% |
| 10Y | +129.4% | +371.3% | -241.9% | +34.1% |
| All | +3,607.0% | +6,091.0% | -2,484.0% | +879.7% |
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