+193.0%
CHRW vs FIVE
+822.5%
-629.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 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% | -24.3% |
| 1Y | -14.2% | +59.9% | -74.1% | -20.1% |
| 3Y | +63.5% | +35.8% | +27.7% | +49.8% |
| 5Y | +49.6% | +14.4% | +35.2% | +37.5% |
| 10Y | +129.4% | +576.1% | -446.8% | +65.8% |
| All | +193.0% | +822.5% | -629.5% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling