+177.7%
CHRW vs FCEL
-99.2%
+276.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +1.5% |
| 7D | +4.4% | +6.3% | -1.9% | +4.1% |
| 30D | +5.5% | -18.8% | +24.3% | +5.9% |
| 3M | -17.3% | -3.8% | -13.4% | -17.9% |
| 6M | -12.7% | +121.1% | -133.8% | -16.3% |
| YTD | -4.1% | +113.3% | -117.4% | -8.3% |
| 1Y | +21.2% | +173.5% | -152.3% | +14.5% |
| 3Y | +88.9% | -63.9% | +152.8% | +84.3% |
| 5Y | +93.1% | -90.7% | +183.8% | +92.6% |
| All | +177.7% | -99.2% | +276.8% | +181.6% |
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