-11.1%
CHRW vs DVA
+62.2%
-73.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | 0.0% |
| 7D | +4.9% | +4.7% | +0.1% | +4.7% |
| 30D | -4.8% | +7.8% | -12.6% | -5.2% |
| 3M | -13.1% | -15.5% | +2.4% | -13.0% |
| 6M | -16.3% | +25.0% | -41.4% | -16.2% |
| YTD | -15.8% | +69.6% | -85.4% | -16.5% |
| 1Y | -11.1% | +60.6% | -71.7% | -11.6% |
| All | -11.1% | +62.2% | -73.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling