-28.1%
DT vs CHRW
+90.3%
-118.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -4.9% | +1.9% | -6.8% | -5.2% |
| 30D | +2.7% | +0.9% | +1.8% | +2.5% |
| 3M | +20.0% | -19.9% | +39.8% | +24.2% |
| 6M | +28.0% | -15.8% | +43.8% | +30.5% |
| YTD | +16.0% | -5.6% | +21.6% | +14.0% |
| 1Y | +0.7% | +21.0% | -20.3% | -8.0% |
| 3Y | +6.2% | +86.0% | -79.8% | -17.9% |
| 5Y | -28.1% | +88.6% | -116.8% | -44.3% |
| All | -28.1% | +90.3% | -118.4% | -44.3% |
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