-61.5%
DOCS vs CHRW
+16.7%
-78.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +21.8% | -3.9% | +25.7% | +22.8% |
| 3M | +27.3% | -19.7% | +47.0% | +31.1% |
| 6M | -0.3% | -21.7% | +21.4% | +2.3% |
| YTD | -40.5% | -7.5% | -33.0% | -40.1% |
| 1Y | -61.5% | +17.3% | -78.9% | -62.0% |
| All | -61.5% | +16.7% | -78.3% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling