-0.7%
DT vs CHRW
+21.4%
-22.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.1% |
| 7D | -4.9% | +1.9% | -6.8% | -4.9% |
| 30D | +2.7% | +0.9% | +1.8% | +2.6% |
| 3M | +20.0% | -19.9% | +39.8% | +19.5% |
| 6M | +28.0% | -15.8% | +43.8% | +26.9% |
| YTD | +16.0% | -5.6% | +21.6% | +14.8% |
| All | -0.7% | +21.4% | -22.1% | -3.2% |
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