+82.1%
CHRW vs DVA
+105.4%
-23.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.6% |
| 7D | +4.7% | -10.7% | +15.4% | +5.1% |
| 30D | -2.6% | -4.4% | +1.8% | -2.5% |
| 3M | -8.0% | -4.1% | -3.9% | -8.0% |
| 6M | -19.0% | -13.2% | -5.8% | -18.7% |
| YTD | -15.5% | +53.2% | -68.7% | -16.1% |
| 1Y | -10.8% | +40.8% | -51.7% | -11.4% |
| All | +82.1% | +105.4% | -23.3% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling