+164.0%
CHRW vs FN
+900.0%
-736.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -3.5% | -22.0% | +18.5% | -1.5% |
| 3M | -19.4% | -43.0% | +23.6% | -15.6% |
| 6M | -21.4% | -27.7% | +6.4% | -20.7% |
| YTD | -7.1% | -10.5% | +3.4% | -9.1% |
| 1Y | +17.8% | +12.5% | +5.3% | +11.7% |
| 3Y | +78.8% | +153.8% | -75.0% | +46.9% |
| 5Y | +83.5% | +288.0% | -204.5% | +38.3% |
| All | +164.0% | +900.0% | -736.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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