+3,715.3%
CHRW vs FCEL
-99.9%
+3,815.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.6% | -5.7% | +2.4% |
| 7D | +0.2% | +3.0% | -2.8% | -0.1% |
| 30D | -9.4% | -40.0% | +30.6% | -6.9% |
| 3M | -13.3% | -47.0% | +33.8% | -10.8% |
| 6M | -24.2% | -21.0% | -3.1% | -26.1% |
| YTD | -18.9% | +48.0% | -66.9% | -25.0% |
| 1Y | -12.4% | +43.9% | -56.3% | -19.2% |
| 3Y | +72.2% | -67.5% | +139.7% | +63.6% |
| 5Y | +53.4% | -96.7% | +150.0% | +62.9% |
| 10Y | +127.0% | -99.0% | +226.0% | +106.6% |
| All | +3,715.3% | -99.9% | +3,815.2% | +2,854.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling