+4,167.1%
DE vs CHRW
+3,771.3%
+395.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.6% |
| 7D | +2.3% | -0.1% | +2.3% | +2.2% |
| 30D | +9.3% | -4.3% | +13.6% | +10.4% |
| 3M | +12.2% | -7.4% | +19.6% | +13.8% |
| 6M | +18.1% | -20.7% | +38.8% | +24.3% |
| YTD | +49.8% | -15.9% | +65.6% | +52.5% |
| 1Y | +46.4% | -9.9% | +56.3% | +45.5% |
| 3Y | +92.5% | +79.0% | +13.6% | +45.2% |
| 5Y | +107.4% | +61.3% | +46.1% | +58.4% |
| 10Y | +784.1% | +128.5% | +655.5% | +484.3% |
| All | +4,167.1% | +3,771.3% | +395.8% | +1,262.2% |
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