+129.8%
CHRW vs FIVN
+92.2%
+37.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | +4.7% | -17.4% | +22.2% | +6.2% |
| 30D | -2.6% | -20.4% | +17.8% | -1.1% |
| 3M | -8.0% | -9.6% | +1.7% | -7.7% |
| 6M | -19.0% | +34.7% | -53.7% | -21.6% |
| YTD | -15.5% | +40.6% | -56.1% | -19.2% |
| 1Y | -10.8% | +34.3% | -45.1% | -14.5% |
| 3Y | +79.8% | -55.5% | +135.3% | +85.0% |
| 5Y | +59.3% | -82.5% | +141.7% | +70.7% |
| All | +129.8% | +92.2% | +37.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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