+4,266.9%
CHRW vs DVA
+1,658.6%
+2,608.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -3.5% | -2.5% | -1.0% | -3.2% |
| 3M | -19.4% | -4.3% | -15.1% | -19.2% |
| 6M | -21.4% | +18.9% | -40.2% | -23.4% |
| YTD | -7.1% | +61.9% | -69.1% | -13.3% |
| 1Y | +17.8% | +35.7% | -17.9% | +12.2% |
| 3Y | +78.8% | +78.6% | +0.1% | +62.1% |
| 5Y | +83.5% | +39.2% | +44.3% | +68.7% |
| 10Y | +160.2% | +184.0% | -23.8% | +114.0% |
| All | +4,266.9% | +1,658.6% | +2,608.3% | +2,996.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling