+3,934.4%
CHRW vs FE
+561.4%
+3,372.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.2% |
| 6M | -21.4% | -6.1% | -15.3% | -20.1% |
| YTD | -7.1% | +7.6% | -14.7% | -9.3% |
| 1Y | +17.8% | +11.9% | +5.9% | +13.7% |
| 3Y | +78.8% | +48.4% | +30.3% | +58.3% |
| 5Y | +83.5% | +44.8% | +38.7% | +62.1% |
| 10Y | +160.2% | +115.9% | +44.4% | +95.2% |
| All | +3,934.4% | +561.4% | +3,372.9% | +2,675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling