+83.6%
CHRW vs FBTC
+62.0%
+21.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.1% | +1.1% | +2.9% | +4.0% |
| 30D | +1.9% | +22.3% | -20.4% | +0.7% |
| 3M | -21.2% | +26.0% | -47.1% | -22.3% |
| 6M | -16.7% | +13.2% | -29.8% | -17.5% |
| YTD | -5.4% | -10.7% | +5.4% | -5.4% |
| 1Y | +21.2% | -30.0% | +51.1% | +22.6% |
| All | +83.6% | +62.0% | +21.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling