+8.9%
DOCS vs CHRW
+78.9%
-69.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.2% |
| 30D | +21.8% | -3.5% | +25.3% | +22.6% |
| 3M | +27.3% | -19.4% | +46.7% | +31.0% |
| 6M | -0.3% | -21.4% | +21.0% | +2.5% |
| YTD | -40.5% | -7.1% | -33.4% | -40.2% |
| 1Y | -61.5% | +17.8% | -79.4% | -62.6% |
| All | +8.9% | +78.9% | -69.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling