-11.1%
CHRW vs FANG
+32.3%
-43.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | -0.1% |
| 7D | +4.9% | -11.3% | +16.2% | +4.1% |
| 30D | -4.8% | -0.7% | -4.2% | -5.4% |
| 3M | -13.1% | -4.2% | -9.0% | -13.5% |
| 6M | -16.3% | -13.5% | -2.9% | -17.2% |
| YTD | -15.8% | +23.7% | -39.5% | -17.5% |
| 1Y | -11.1% | +34.3% | -45.5% | -12.5% |
| All | -11.1% | +32.3% | -43.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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