+247.2%
CHRW vs FANG
+1,395.6%
-1,148.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.1% |
| 30D | +1.9% | +2.4% | -0.5% | +1.6% |
| 3M | -21.2% | +4.9% | -26.1% | -21.7% |
| 6M | -16.7% | +12.0% | -28.7% | -18.2% |
| YTD | -5.4% | +37.1% | -42.5% | -9.5% |
| 1Y | +21.2% | +52.3% | -31.1% | +14.2% |
| 3Y | +86.5% | +45.0% | +41.5% | +75.1% |
| 5Y | +93.0% | +231.0% | -137.9% | +63.4% |
| 10Y | +174.5% | +177.5% | -3.0% | +120.8% |
| All | +247.2% | +1,395.6% | -1,148.4% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling