+83.3%
CHRW vs FDS
-27.1%
+110.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | -3.5% | +9.0% | -12.5% | -4.3% |
| 3M | -19.4% | +18.9% | -38.2% | -20.4% |
| 6M | -21.4% | +35.1% | -56.5% | -23.6% |
| YTD | -7.1% | +5.5% | -12.6% | -7.5% |
| 1Y | +17.8% | -16.8% | +34.6% | +21.8% |
| All | +83.3% | -27.1% | +110.3% | +95.8% |
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