+120.4%
CHRW vs FE
+120.7%
-0.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -9.4% | +4.3% | -13.7% | -10.3% |
| 3M | -12.6% | +0.4% | -13.0% | -12.8% |
| 6M | -24.2% | +6.9% | -31.1% | -25.5% |
| YTD | -18.9% | +8.0% | -26.9% | -20.6% |
| 1Y | -13.7% | +4.8% | -18.5% | -15.0% |
| 3Y | +72.6% | +49.0% | +23.6% | +55.2% |
| 5Y | +55.6% | +46.2% | +9.3% | +39.3% |
| All | +120.4% | +120.7% | -0.3% | +85.5% |
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