+127.0%
CHRW vs FICO
+544.0%
-417.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -9.4% | +8.4% | -17.8% | -11.0% |
| 3M | -13.3% | -30.5% | +17.2% | -9.2% |
| 6M | -24.2% | -35.7% | +11.6% | -19.4% |
| YTD | -18.9% | -57.2% | +38.3% | -7.9% |
| 1Y | -12.4% | -58.4% | +46.0% | -0.1% |
| 3Y | +72.2% | -24.8% | +97.1% | +66.2% |
| 5Y | +53.4% | +79.3% | -25.9% | +17.5% |
| 10Y | +127.0% | +531.6% | -404.7% | +13.7% |
| All | +127.0% | +544.0% | -417.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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