+199.9%
CHRW vs FIVE
+826.1%
-626.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.1% | -3.6% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -5.0% | +14.9% | -19.9% | -6.8% |
| 3M | -16.1% | +7.6% | -23.7% | -17.1% |
| 6M | -22.6% | +6.4% | -29.0% | -23.8% |
| YTD | -19.3% | +28.1% | -47.4% | -22.6% |
| 1Y | -14.9% | +54.7% | -69.6% | -20.5% |
| 3Y | +68.0% | +36.1% | +32.0% | +53.9% |
| 5Y | +53.2% | +14.9% | +38.3% | +40.7% |
| 10Y | +134.8% | +578.8% | -444.0% | +69.6% |
| All | +199.9% | +826.1% | -626.2% | +104.1% |
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 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