+128.5%
CHRW vs FCEL
-99.0%
+227.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +3.5% |
| 7D | -0.1% | +3.9% | -3.9% | -0.2% |
| 30D | -4.3% | -33.1% | +28.8% | -3.4% |
| 3M | -7.4% | -43.0% | +35.6% | -6.5% |
| 6M | -20.7% | -31.3% | +10.6% | -21.3% |
| YTD | -15.9% | +49.8% | -65.7% | -19.0% |
| 1Y | -9.9% | +48.2% | -58.1% | -13.4% |
| 3Y | +79.0% | -64.6% | +143.5% | +74.2% |
| 5Y | +61.3% | -96.7% | +158.0% | +64.6% |
| 10Y | +128.5% | -99.0% | +227.6% | +138.3% |
| All | +128.5% | -99.0% | +227.5% | +138.3% |
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