+122.7%
CHRW vs FN
+772.0%
-649.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.4% |
| 7D | -3.4% | -4.1% | +0.7% | -3.2% |
| 30D | -9.4% | -28.3% | +19.0% | -7.0% |
| 3M | -12.6% | -33.9% | +21.2% | -10.1% |
| 6M | -24.2% | -43.9% | +19.7% | -21.4% |
| YTD | -18.9% | -23.4% | +4.6% | -20.1% |
| 1Y | -13.7% | -25.4% | +11.7% | -14.9% |
| 3Y | +72.6% | +107.9% | -35.3% | +43.5% |
| 5Y | +55.6% | +195.1% | -139.5% | +19.8% |
| 10Y | +122.7% | +794.1% | -671.4% | +47.5% |
| All | +122.7% | +772.0% | -649.2% | +47.5% |
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