+4,339.7%
CHRW vs FCEL
-99.9%
+4,439.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +0.6% |
| 7D | +1.9% | +4.0% | -2.0% | +1.6% |
| 30D | +0.9% | -13.1% | +14.0% | +1.4% |
| 3M | -19.9% | +14.6% | -34.5% | -22.2% |
| 6M | -15.8% | +133.7% | -149.5% | -23.3% |
| YTD | -5.6% | +143.0% | -148.5% | -14.7% |
| 1Y | +21.0% | +320.9% | -299.8% | +4.1% |
| 3Y | +86.0% | -58.9% | +144.9% | +75.0% |
| 5Y | +88.6% | -89.7% | +178.3% | +86.7% |
| 10Y | +169.3% | -99.1% | +268.4% | +151.7% |
| All | +4,339.7% | -99.9% | +4,439.5% | +3,260.4% |
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 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