+67.4%
CHRW vs FICO
-24.0%
+91.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -5.0% | +1.7% | -6.7% | -5.4% |
| 3M | -16.1% | -35.2% | +19.1% | -12.8% |
| 6M | -22.6% | -33.7% | +11.0% | -19.1% |
| YTD | -19.3% | -58.2% | +38.9% | -13.2% |
| 1Y | -14.9% | -56.6% | +41.6% | -8.7% |
| All | +67.4% | -24.0% | +91.4% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling