+3,875.0%
CHRW vs DVA
+1,563.8%
+2,311.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +1.1% |
| 7D | +4.7% | -10.7% | +15.4% | +6.1% |
| 30D | -2.6% | -4.4% | +1.8% | -2.2% |
| 3M | -8.0% | -4.1% | -3.9% | -7.7% |
| 6M | -19.0% | -13.2% | -5.8% | -18.0% |
| YTD | -15.5% | +53.2% | -68.7% | -20.7% |
| 1Y | -10.8% | +40.8% | -51.7% | -15.5% |
| 3Y | +79.8% | +109.7% | -29.9% | +60.0% |
| 5Y | +59.3% | +64.5% | -5.2% | +43.1% |
| 10Y | +129.6% | +192.4% | -62.8% | +87.9% |
| All | +3,875.0% | +1,563.8% | +2,311.2% | +2,730.7% |
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