+129.9%
CHRW vs FCEL
-99.1%
+229.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.6% | +0.2% |
| 7D | +7.3% | -2.8% | +10.1% | +7.3% |
| 30D | -3.6% | -31.6% | +28.1% | -2.7% |
| 3M | -9.6% | -52.4% | +42.8% | -8.2% |
| 6M | -17.0% | -51.4% | +34.4% | -16.8% |
| YTD | -15.4% | +32.4% | -47.8% | -18.3% |
| 1Y | -10.0% | +37.5% | -47.5% | -13.3% |
| 3Y | +82.2% | -69.3% | +151.4% | +78.0% |
| 5Y | +59.4% | -97.1% | +156.5% | +63.2% |
| All | +129.9% | -99.1% | +229.1% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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