+122.7%
CHRW vs FIVE
+562.8%
-440.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +7.3% | -10.7% | -4.4% |
| 30D | -9.4% | +18.1% | -27.4% | -11.6% |
| 3M | -12.6% | +7.7% | -20.4% | -13.8% |
| 6M | -24.2% | +13.6% | -37.8% | -26.1% |
| YTD | -18.9% | +34.6% | -53.5% | -23.0% |
| 1Y | -13.7% | +66.2% | -79.9% | -20.6% |
| 3Y | +72.6% | +43.5% | +29.1% | +56.1% |
| 5Y | +55.6% | +20.7% | +34.9% | +41.2% |
| 10Y | +122.7% | +541.5% | -418.7% | +67.7% |
| All | +122.7% | +562.8% | -440.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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