-51.1%
DOCS vs CHRW
+48.6%
-99.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +19.4% | -5.0% | +24.4% | +20.5% |
| 3M | +53.4% | -16.1% | +69.5% | +59.1% |
| 6M | +28.8% | -22.6% | +51.4% | +34.6% |
| YTD | -25.1% | -19.3% | -5.8% | -22.9% |
| 1Y | -48.1% | -14.9% | -33.2% | -47.4% |
| 3Y | +51.4% | +68.0% | -16.7% | +20.1% |
| 5Y | -51.1% | +53.2% | -104.3% | -48.5% |
| All | -51.1% | +48.6% | -99.7% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling