+235.3%
DIA vs CHRW
+128.5%
+106.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +1.6% | +4.7% | -3.1% | +0.5% |
| 30D | +1.2% | -2.6% | +3.8% | +1.6% |
| 3M | -2.4% | -8.0% | +5.6% | -1.2% |
| 6M | +5.7% | -19.0% | +24.7% | +8.9% |
| YTD | +9.9% | -15.5% | +25.4% | +10.9% |
| 1Y | +9.8% | -10.8% | +20.6% | +9.1% |
| 3Y | +59.8% | +79.8% | -20.0% | +26.0% |
| 5Y | +57.7% | +59.3% | -1.6% | +25.7% |
| All | +235.3% | +128.5% | +106.7% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling