+85.5%
DT vs CHRW
+90.0%
-4.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.0% |
| 7D | -5.4% | -0.1% | -5.4% | -5.4% |
| 30D | -32.2% | -4.3% | -27.9% | -31.7% |
| 3M | -10.9% | -7.4% | -3.5% | -10.0% |
| 6M | +10.0% | -20.7% | +30.7% | +13.6% |
| YTD | +2.1% | -15.9% | +17.9% | +2.5% |
| 1Y | -5.5% | -9.9% | +4.4% | -6.9% |
| 3Y | -12.4% | +79.0% | -91.4% | -32.4% |
| 5Y | -39.7% | +61.3% | -101.0% | -51.6% |
| All | +85.5% | +90.0% | -4.5% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling