+117.6%
DT vs CHRW
+109.8%
+7.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | +2.0% | -3.5% | +5.5% | +2.8% |
| 3M | +20.0% | -19.4% | +39.4% | +24.5% |
| 6M | +39.3% | -21.4% | +60.7% | +44.7% |
| YTD | +19.8% | -7.1% | +26.9% | +18.4% |
| 1Y | +4.3% | +17.8% | -13.5% | -4.0% |
| 3Y | +7.7% | +78.8% | -71.1% | -15.0% |
| 5Y | -26.8% | +83.5% | -110.4% | -42.6% |
| All | +117.6% | +109.8% | +7.9% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling