+156.8%
CHRW vs FND
+57.3%
+99.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +4.1% | -0.8% | +4.8% | +4.2% |
| 30D | +1.9% | -19.6% | +21.5% | +5.4% |
| 3M | -21.2% | -4.3% | -16.8% | -21.0% |
| 6M | -16.7% | -20.4% | +3.8% | -14.3% |
| YTD | -5.4% | -21.9% | +16.5% | -2.7% |
| 1Y | +21.2% | -45.2% | +66.4% | +31.4% |
| 3Y | +86.5% | -49.2% | +135.7% | +99.4% |
| 5Y | +93.0% | -61.8% | +154.8% | +108.4% |
| All | +156.8% | +57.3% | +99.5% | +125.6% |
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