-10.8%
CHRW vs FDS
+23.2%
-34.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +4.7% | -2.6% | +7.3% | +4.8% |
| 30D | -2.6% | +14.1% | -16.7% | -3.1% |
| 3M | -8.0% | +19.8% | -27.8% | -8.7% |
| 6M | -19.0% | +55.0% | -74.0% | -19.8% |
| YTD | -15.5% | +15.9% | -31.4% | -19.4% |
| 1Y | -10.8% | +24.2% | -35.0% | -15.3% |
| All | -10.8% | +23.2% | -34.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling