+178.3%
CHRW vs DTE
+137.8%
+40.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +3.5% | -2.6% | +6.1% | +4.2% |
| 30D | +4.6% | -4.4% | +9.0% | +5.8% |
| 3M | -19.7% | -8.3% | -11.4% | -17.9% |
| 6M | -12.4% | -8.1% | -4.3% | -10.6% |
| YTD | -3.9% | +4.4% | -8.3% | -5.4% |
| 1Y | +18.4% | +0.2% | +18.2% | +17.8% |
| 3Y | +88.8% | +42.6% | +46.2% | +70.1% |
| 5Y | +93.5% | +31.5% | +62.1% | +77.4% |
| All | +178.3% | +137.8% | +40.5% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling