-54.2%
DOCS vs CHRW
+49.0%
-103.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | +17.4% | -7.3% | +24.7% | +19.2% |
| 3M | +57.4% | -14.2% | +71.5% | +62.2% |
| 6M | +26.5% | -25.1% | +51.6% | +33.4% |
| YTD | -26.6% | -21.2% | -5.4% | -24.1% |
| 1Y | -48.1% | -14.2% | -33.9% | -47.5% |
| 3Y | +52.6% | +63.5% | -10.9% | +22.1% |
| All | -54.2% | +49.0% | -103.2% | -52.0% |
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 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