+53.4%
CHRW vs FN
+206.7%
-153.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -8.9% | +2.1% |
| 7D | +0.2% | +16.3% | -16.1% | -0.9% |
| 30D | -9.4% | -24.7% | +15.4% | -7.9% |
| 3M | -13.3% | -34.9% | +21.7% | -11.3% |
| 6M | -24.2% | -41.1% | +16.9% | -22.4% |
| YTD | -18.9% | -19.6% | +0.8% | -20.4% |
| 1Y | -12.4% | -18.5% | +6.2% | -14.3% |
| 3Y | +72.2% | +119.1% | -46.9% | +45.8% |
| 5Y | +53.4% | +206.9% | -153.6% | +17.3% |
| All | +53.4% | +206.7% | -153.3% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling