+127.0%
CHRW vs FFIV
+132.4%
-5.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | -9.4% | -33.8% | +24.4% | +2.0% |
| 3M | -13.3% | -20.6% | +7.3% | -7.7% |
| 6M | -24.2% | -10.2% | -13.9% | -22.7% |
| YTD | -18.9% | +24.5% | -43.3% | -25.2% |
| 1Y | -12.4% | +29.3% | -41.7% | -20.2% |
| 3Y | +72.2% | +103.8% | -31.6% | +34.3% |
| 5Y | +53.4% | +40.9% | +12.5% | +30.5% |
| 10Y | +127.0% | +126.6% | +0.4% | +60.6% |
| All | +127.0% | +132.4% | -5.5% | +60.6% |
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