+177.7%
CHRW vs DVA
+187.5%
-9.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +4.4% | -0.2% | +4.5% | +4.4% |
| 30D | +5.5% | +1.7% | +3.8% | +5.3% |
| 3M | -17.3% | -8.7% | -8.6% | -16.5% |
| 6M | -12.7% | +19.7% | -32.3% | -15.1% |
| YTD | -4.1% | +59.6% | -63.7% | -10.8% |
| 1Y | +21.2% | +37.1% | -15.9% | +14.9% |
| 3Y | +88.9% | +89.8% | -0.9% | +66.6% |
| 5Y | +93.1% | +47.4% | +45.7% | +74.4% |
| All | +177.7% | +187.5% | -9.8% | +115.5% |
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