+4,266.9%
CHRW vs DRI
+5,784.1%
-1,517.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 6M | -21.4% | +8.3% | -29.7% | -23.3% |
| YTD | -7.1% | +20.6% | -27.8% | -11.9% |
| 1Y | +17.8% | +6.5% | +11.4% | +14.9% |
| 3Y | +78.8% | +53.7% | +25.1% | +56.9% |
| 5Y | +83.5% | +72.7% | +10.8% | +54.4% |
| 10Y | +160.2% | +363.2% | -202.9% | +52.8% |
| All | +4,266.9% | +5,784.1% | -1,517.2% | +1,071.2% |
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