+63.5%
CHRW vs FDS
-23.2%
+86.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -7.3% | +20.2% | -27.5% | -8.8% |
| 3M | -14.2% | +19.9% | -34.0% | -15.7% |
| 6M | -25.1% | +56.2% | -81.2% | -28.1% |
| YTD | -21.2% | +14.6% | -35.7% | -22.0% |
| 1Y | -14.2% | +31.6% | -45.8% | -17.3% |
| 3Y | +63.5% | -23.8% | +87.3% | +71.9% |
| All | +63.5% | -23.2% | +86.7% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling