+2,816.1%
CHRW vs FFIV
+7,518.9%
-4,702.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.5% | -5.1% | +1.6% | -2.9% |
| 3M | -19.4% | -4.5% | -14.9% | -19.1% |
| 6M | -21.4% | +36.5% | -57.8% | -24.7% |
| YTD | -7.1% | +53.0% | -60.1% | -12.3% |
| 1Y | +17.8% | +24.2% | -6.4% | +13.9% |
| 3Y | +78.8% | +137.2% | -58.4% | +58.7% |
| 5Y | +83.5% | +91.8% | -8.3% | +66.1% |
| 10Y | +160.2% | +215.2% | -54.9% | +119.4% |
| All | +2,816.1% | +7,518.9% | -4,702.8% | +1,444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling