+129.9%
CHRW vs FIVE
+504.2%
-374.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +7.3% | +2.7% | +4.6% | +6.9% |
| 30D | -3.6% | +12.7% | -16.2% | -5.3% |
| 3M | -9.6% | +2.1% | -11.6% | -10.0% |
| 6M | -17.0% | +17.5% | -34.5% | -19.5% |
| YTD | -15.4% | +31.0% | -46.4% | -19.4% |
| 1Y | -10.0% | +67.7% | -77.7% | -17.4% |
| 3Y | +82.2% | +43.4% | +38.8% | +64.7% |
| 5Y | +59.4% | +18.1% | +41.3% | +45.1% |
| All | +129.9% | +504.2% | -374.2% | +73.2% |
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