+86.0%
CHRW vs FIVN
-55.7%
+141.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | +4.1% | -9.6% | +13.6% | +4.7% |
| 30D | +1.9% | -11.9% | +13.8% | +2.7% |
| 3M | -21.2% | +40.1% | -61.2% | -23.3% |
| 6M | -16.7% | +68.3% | -85.0% | -20.9% |
| YTD | -5.4% | +51.5% | -56.8% | -9.5% |
| 1Y | +21.2% | +15.1% | +6.1% | +18.9% |
| All | +86.0% | -55.7% | +141.6% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling