+88.4%
CHRW vs FANG
+45.6%
+42.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +4.4% | +1.2% | +3.1% | +4.2% |
| 30D | +5.5% | +2.4% | +3.1% | +5.1% |
| 3M | -17.3% | +5.1% | -22.3% | -17.9% |
| 6M | -12.7% | +16.4% | -29.1% | -15.6% |
| YTD | -4.1% | +39.0% | -43.1% | -10.5% |
| 1Y | +21.2% | +50.6% | -29.4% | +11.0% |
| All | +88.4% | +45.6% | +42.8% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling