+275.5%
CHRW vs FIVN
+318.5%
-43.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -3.5% | +12.4% | -15.9% | -4.4% |
| 3M | -19.4% | +36.0% | -55.4% | -21.5% |
| 6M | -21.4% | +86.0% | -107.3% | -25.7% |
| YTD | -7.1% | +65.9% | -73.1% | -11.7% |
| 1Y | +17.8% | +26.5% | -8.7% | +14.2% |
| 3Y | +78.8% | -54.2% | +133.0% | +83.4% |
| 5Y | +83.5% | -80.5% | +164.0% | +94.1% |
| 10Y | +160.2% | +109.6% | +50.6% | +131.8% |
| All | +275.5% | +318.5% | -43.0% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling