+3,406.2%
CHRW vs FE
+566.1%
+2,840.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -5.0% | +6.4% | -11.4% | -6.6% |
| 3M | -16.1% | -0.5% | -15.6% | -16.1% |
| 6M | -22.6% | +4.7% | -27.4% | -23.8% |
| YTD | -19.3% | +8.4% | -27.7% | -21.4% |
| 1Y | -14.9% | +7.2% | -22.2% | -17.0% |
| 3Y | +68.0% | +44.9% | +23.1% | +49.8% |
| 5Y | +53.2% | +46.3% | +6.9% | +34.8% |
| 10Y | +134.8% | +110.3% | +24.6% | +77.7% |
| All | +3,406.2% | +566.1% | +2,840.1% | +2,305.4% |
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