+1,129.1%
DIA vs CHRW
+4,403.7%
-3,274.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -1.5% | -3.5% | +1.9% | -0.8% |
| 3M | +3.8% | -19.4% | +23.2% | +8.5% |
| 6M | +10.3% | -21.4% | +31.6% | +15.5% |
| YTD | +12.1% | -7.1% | +19.2% | +11.7% |
| 1Y | +18.6% | +17.8% | +0.8% | +10.2% |
| 3Y | +60.6% | +78.8% | -18.1% | +30.2% |
| 5Y | +64.4% | +83.5% | -19.1% | +29.8% |
| 10Y | +250.1% | +160.2% | +89.9% | +145.8% |
| All | +1,129.1% | +4,403.7% | -3,274.6% | +370.0% |
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