+129.9%
CHRW vs DVA
+193.2%
-63.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +7.3% | -8.8% | +16.1% | +8.4% |
| 30D | -3.6% | -3.4% | -0.2% | -3.3% |
| 3M | -9.6% | -2.6% | -7.0% | -9.5% |
| 6M | -17.0% | -11.9% | -5.1% | -16.1% |
| YTD | -15.4% | +53.6% | -69.1% | -21.1% |
| 1Y | -10.0% | +41.9% | -51.9% | -15.2% |
| 3Y | +82.2% | +97.5% | -15.4% | +59.8% |
| 5Y | +59.4% | +65.0% | -5.6% | +39.9% |
| All | +129.9% | +193.2% | -63.2% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling