+169.3%
CHRW vs FDS
+77.6%
+91.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.6% |
| 7D | +1.9% | -5.4% | +7.3% | +3.1% |
| 30D | +0.9% | +1.6% | -0.6% | +0.4% |
| 3M | -19.9% | +17.7% | -37.6% | -23.3% |
| 6M | -15.8% | +29.1% | -44.9% | -21.7% |
| YTD | -5.6% | +1.0% | -6.6% | -7.1% |
| 1Y | +21.0% | -21.6% | +42.7% | +26.9% |
| 3Y | +86.0% | -30.1% | +116.1% | +99.4% |
| 5Y | +88.6% | -20.7% | +109.4% | +92.1% |
| 10Y | +169.3% | +78.3% | +91.0% | +106.3% |
| All | +169.3% | +77.6% | +91.7% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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