+129.4%
CHRW vs FND
+61.4%
+68.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.8% | +1.2% |
| 7D | +4.7% | -5.1% | +9.9% | +5.6% |
| 30D | -2.6% | +9.2% | -11.8% | -4.1% |
| 3M | -8.0% | -17.7% | +9.7% | -5.4% |
| 6M | -19.0% | +2.5% | -21.5% | -20.1% |
| YTD | -15.5% | -19.8% | +4.3% | -13.7% |
| 1Y | -10.8% | -22.7% | +11.9% | -8.5% |
| 3Y | +79.8% | -38.3% | +118.1% | +86.0% |
| 5Y | +59.3% | -63.0% | +122.2% | +72.2% |
| All | +129.4% | +61.4% | +68.0% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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