+63.5%
CHRW vs FFIV
+102.2%
-38.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.6% | -8.1% | +8.7% | +2.8% |
| 30D | -7.3% | -33.4% | +26.1% | +2.7% |
| 3M | -14.2% | -24.7% | +10.6% | -7.8% |
| 6M | -25.1% | -8.8% | -16.2% | -23.8% |
| YTD | -21.2% | +21.8% | -42.9% | -25.6% |
| 1Y | -14.2% | +25.3% | -39.5% | -19.5% |
| 3Y | +63.5% | +101.2% | -37.6% | +34.4% |
| All | +63.5% | +102.2% | -38.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling