+128.5%
CHRW vs FIVE
+535.9%
-407.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.9% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -4.3% | +17.4% | -21.7% | -6.6% |
| 3M | -7.4% | +7.0% | -14.5% | -8.5% |
| 6M | -20.7% | +20.5% | -41.2% | -23.4% |
| YTD | -15.9% | +33.1% | -49.0% | -20.0% |
| 1Y | -9.9% | +67.1% | -77.0% | -17.2% |
| 3Y | +79.0% | +41.9% | +37.1% | +62.2% |
| 5Y | +61.3% | +21.1% | +40.3% | +46.4% |
| 10Y | +128.5% | +518.8% | -390.3% | +72.1% |
| All | +128.5% | +535.9% | -407.4% | +72.1% |
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