+177.7%
CHRW vs FIVN
+115.6%
+62.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.4% | -11.3% | +15.6% | +5.3% |
| 30D | +5.5% | -7.3% | +12.8% | +6.0% |
| 3M | -17.3% | +41.7% | -58.9% | -19.9% |
| 6M | -12.7% | +78.3% | -90.9% | -17.7% |
| YTD | -4.1% | +50.9% | -55.0% | -8.6% |
| 1Y | +21.2% | +19.7% | +1.6% | +17.6% |
| 3Y | +88.9% | -55.7% | +144.7% | +95.0% |
| 5Y | +93.1% | -82.6% | +175.7% | +107.5% |
| All | +177.7% | +115.6% | +62.0% | +141.2% |
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