-10.8%
CHRW vs FIVN
+33.4%
-44.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.5% |
| 7D | +4.7% | -17.4% | +22.2% | +5.4% |
| 30D | -2.6% | -20.4% | +17.8% | -2.0% |
| 3M | -8.0% | -9.6% | +1.7% | -7.6% |
| 6M | -19.0% | +34.7% | -53.7% | -18.9% |
| YTD | -15.5% | +40.6% | -56.1% | -15.8% |
| 1Y | -10.8% | +34.3% | -45.1% | -10.7% |
| All | -10.8% | +33.4% | -44.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling