+92.0%
CHRW vs FANG
+232.6%
-140.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | +2.9% | +0.6% | +3.0% |
| 30D | +4.6% | +2.6% | +2.0% | +4.1% |
| 3M | -19.7% | +7.6% | -27.3% | -20.8% |
| 6M | -12.4% | +17.3% | -29.7% | -15.6% |
| YTD | -3.9% | +38.7% | -42.6% | -10.3% |
| 1Y | +18.4% | +51.6% | -33.3% | +8.2% |
| 3Y | +88.8% | +50.0% | +38.9% | +69.3% |
| All | +92.0% | +232.6% | -140.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling