+224.2%
CHRW vs FN
+2,575.5%
-2,351.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | -2.7% |
| 7D | +0.7% | -16.0% | +16.7% | +2.2% |
| 30D | -5.0% | -40.1% | +35.1% | -0.6% |
| 3M | -16.1% | -43.9% | +27.8% | -12.1% |
| 6M | -22.6% | -55.6% | +33.0% | -17.8% |
| YTD | -19.3% | -35.7% | +16.4% | -18.7% |
| 1Y | -14.9% | -39.8% | +24.9% | -13.9% |
| 3Y | +68.0% | +80.3% | -12.2% | +44.6% |
| 5Y | +53.2% | +143.3% | -90.1% | +24.6% |
| 10Y | +134.8% | +682.3% | -547.5% | +62.4% |
| All | +224.2% | +2,575.5% | -2,351.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling