+21.2%
CHRW vs FCEL
+289.9%
-268.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.2% |
| 7D | +4.1% | +15.1% | -11.0% | +4.1% |
| 30D | +1.9% | -16.4% | +18.3% | +1.8% |
| 3M | -21.2% | -5.3% | -15.9% | -21.1% |
| 6M | -16.7% | +124.5% | -141.2% | -20.0% |
| YTD | -5.4% | +126.7% | -132.0% | -9.6% |
| 1Y | +21.2% | +219.9% | -198.7% | +14.8% |
| All | +21.2% | +289.9% | -268.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling