+164.0%
CHRW vs FE
+115.1%
+48.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -19.4% | +3.5% | -22.9% | -20.1% |
| 6M | -21.4% | -6.1% | -15.3% | -20.3% |
| YTD | -7.1% | +7.6% | -14.7% | -9.0% |
| 1Y | +17.8% | +11.9% | +5.9% | +14.3% |
| 3Y | +78.8% | +48.4% | +30.3% | +61.3% |
| 5Y | +83.5% | +44.8% | +38.7% | +65.3% |
| All | +164.0% | +115.1% | +48.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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