+127.0%
CHRW vs FDS
+135.1%
-8.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.2% | -5.0% | +5.2% | +1.3% |
| 30D | -9.4% | +13.8% | -23.1% | -12.1% |
| 3M | -13.3% | +14.8% | -28.1% | -16.4% |
| 6M | -24.2% | +47.4% | -71.5% | -31.6% |
| YTD | -18.9% | +14.2% | -33.0% | -22.7% |
| 1Y | -12.4% | +26.6% | -39.0% | -19.2% |
| 3Y | +72.2% | -24.4% | +96.7% | +81.7% |
| 5Y | +53.4% | -22.6% | +76.0% | +58.4% |
| 10Y | +127.0% | +130.0% | -3.0% | +60.5% |
| All | +127.0% | +135.1% | -8.2% | +60.5% |
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