-42.2%
DT vs CHRW
+53.0%
-95.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -20.2% | +0.2% | -20.5% | -20.3% |
| 30D | -30.8% | -9.4% | -21.4% | -29.6% |
| 3M | -10.2% | -13.3% | +3.0% | -8.2% |
| 6M | +8.0% | -24.2% | +32.2% | +12.0% |
| YTD | +1.5% | -18.9% | +20.3% | +2.1% |
| 1Y | -6.9% | -12.4% | +5.5% | -8.2% |
| 3Y | -10.9% | +72.2% | -83.1% | -31.6% |
| 5Y | -42.2% | +53.4% | -95.6% | -54.3% |
| All | -42.2% | +53.0% | -95.2% | -54.3% |
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