+4,167.9%
DE vs CHRW
+4,173.0%
-5.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +10.0% | -1.4% | +11.4% | +10.5% |
| 30D | +13.3% | -3.5% | +16.8% | +14.4% |
| 3M | +17.5% | -19.4% | +36.9% | +24.4% |
| 6M | +13.6% | -21.4% | +34.9% | +20.6% |
| YTD | +49.8% | -7.1% | +56.9% | +49.1% |
| 1Y | +47.9% | +17.8% | +30.0% | +34.2% |
| 3Y | +72.5% | +78.8% | -6.2% | +31.6% |
| 5Y | +90.2% | +83.5% | +6.7% | +40.4% |
| 10Y | +865.4% | +160.2% | +705.1% | +516.9% |
| All | +4,167.9% | +4,173.0% | -5.1% | +1,231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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