+53.2%
CHRW vs FICO
+84.1%
-30.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -5.0% | +1.7% | -6.7% | -5.5% |
| 3M | -16.1% | -35.2% | +19.1% | -11.7% |
| 6M | -22.6% | -33.7% | +11.0% | -18.7% |
| YTD | -19.3% | -58.2% | +38.9% | -9.9% |
| 1Y | -14.9% | -56.6% | +41.6% | -5.7% |
| 3Y | +68.0% | -24.0% | +92.0% | +60.2% |
| 5Y | +53.2% | +86.1% | -32.9% | +16.3% |
| All | +53.2% | +84.1% | -30.9% | +16.3% |
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