+123.6%
CHRW vs FIVE
+563.4%
-439.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -7.3% | +17.7% | -24.9% | -9.5% |
| 3M | -14.2% | +4.0% | -18.1% | -14.8% |
| 6M | -25.1% | +2.6% | -27.7% | -25.9% |
| YTD | -21.2% | +27.6% | -48.7% | -24.6% |
| 1Y | -14.2% | +59.9% | -74.1% | -20.6% |
| 3Y | +63.5% | +35.8% | +27.7% | +49.1% |
| 5Y | +49.6% | +14.4% | +35.2% | +36.9% |
| All | +123.6% | +563.4% | -439.8% | +69.0% |
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