+4,339.7%
CHRW vs DTE
+1,730.8%
+2,608.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +1.9% | +0.9% | +1.1% | +1.6% |
| 30D | +0.9% | -1.9% | +2.8% | +1.6% |
| 3M | -19.9% | -3.3% | -16.6% | -18.9% |
| 6M | -15.8% | -7.1% | -8.7% | -13.8% |
| YTD | -5.6% | +8.1% | -13.7% | -8.7% |
| 1Y | +21.0% | +5.3% | +15.8% | +18.0% |
| 3Y | +86.0% | +48.2% | +37.9% | +58.4% |
| 5Y | +88.6% | +33.2% | +55.4% | +65.5% |
| 10Y | +169.3% | +137.5% | +31.8% | +79.3% |
| All | +4,339.7% | +1,730.8% | +2,608.9% | +1,187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling