+164.3%
CHRW vs FFIV
+216.0%
-51.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.5% | -5.1% | +1.6% | -2.2% |
| 3M | -19.4% | -4.5% | -14.9% | -18.8% |
| 6M | -21.4% | +36.5% | -57.8% | -29.0% |
| YTD | -7.1% | +53.0% | -60.1% | -18.9% |
| 1Y | +17.8% | +24.2% | -6.4% | +8.6% |
| 3Y | +78.8% | +137.2% | -58.4% | +34.6% |
| 5Y | +83.5% | +91.8% | -8.3% | +43.3% |
| All | +164.3% | +216.0% | -51.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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