+93.0%
CHRW vs DVA
+41.6%
+51.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +4.1% | +2.0% | +2.0% | +3.9% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | -21.2% | -7.7% | -13.5% | -20.9% |
| 6M | -16.7% | +20.0% | -36.6% | -17.5% |
| YTD | -5.4% | +61.1% | -66.5% | -8.1% |
| 1Y | +21.2% | +33.9% | -12.7% | +19.0% |
| 3Y | +86.5% | +91.5% | -5.1% | +76.6% |
| 5Y | +93.0% | +41.8% | +51.3% | +83.2% |
| All | +93.0% | +41.6% | +51.4% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling