+3,877.1%
CHRW vs DTE
+1,780.7%
+2,096.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +7.3% | +3.4% | +3.8% | +6.0% |
| 30D | -3.6% | +8.9% | -12.5% | -6.5% |
| 3M | -9.6% | +1.1% | -10.6% | -10.0% |
| 6M | -17.0% | +0.1% | -17.1% | -17.3% |
| YTD | -15.4% | +11.1% | -26.5% | -19.1% |
| 1Y | -10.0% | +4.9% | -14.9% | -12.1% |
| 3Y | +82.2% | +58.6% | +23.6% | +51.4% |
| 5Y | +59.4% | +47.3% | +12.1% | +34.7% |
| 10Y | +129.7% | +151.3% | -21.6% | +49.7% |
| All | +3,877.1% | +1,780.7% | +2,096.4% | +1,041.2% |
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