+57.5%
CHRW vs DTE
+46.4%
+11.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +7.3% | +3.4% | +3.8% | +6.2% |
| 30D | -3.6% | +8.9% | -12.5% | -6.0% |
| 3M | -9.6% | +1.1% | -10.6% | -9.9% |
| 6M | -17.0% | +0.1% | -17.1% | -17.2% |
| YTD | -15.4% | +11.1% | -26.5% | -18.7% |
| 1Y | -10.0% | +4.9% | -14.9% | -11.8% |
| 3Y | +82.2% | +58.6% | +23.6% | +54.4% |
| All | +57.5% | +46.4% | +11.1% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling