+86.8%
CHRW vs FICO
+99.8%
-13.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.8% | +3.8% |
| 7D | -1.4% | -19.2% | +17.8% | +1.8% |
| 30D | -3.5% | -14.6% | +11.1% | -1.4% |
| 3M | -19.4% | -20.1% | +0.7% | -16.5% |
| 6M | -21.4% | -36.3% | +15.0% | -16.3% |
| YTD | -7.1% | -44.9% | +37.7% | +0.7% |
| 1Y | +17.8% | -38.6% | +56.4% | +25.0% |
| 3Y | +78.8% | +4.0% | +74.8% | +63.9% |
| All | +86.8% | +99.8% | -13.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling