-10.8%
CHRW vs FE
+4.7%
-15.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.7% | -0.3% | +5.0% | +4.7% |
| 30D | -2.6% | +3.9% | -6.5% | -2.7% |
| 3M | -8.0% | -0.1% | -7.9% | -7.8% |
| 6M | -19.0% | +6.1% | -25.1% | -18.4% |
| YTD | -15.5% | +8.1% | -23.5% | -13.1% |
| 1Y | -10.8% | +4.4% | -15.2% | -8.3% |
| All | -10.8% | +4.7% | -15.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling