+128.3%
CHRW vs FND
+68.8%
+59.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -0.1% | -4.4% | +4.3% | +0.7% |
| 30D | -4.3% | +14.5% | -18.8% | -6.5% |
| 3M | -7.4% | -15.6% | +8.2% | -5.2% |
| 6M | -20.7% | +4.7% | -25.4% | -22.0% |
| YTD | -15.9% | -16.1% | +0.3% | -14.7% |
| 1Y | -9.9% | -16.0% | +6.1% | -8.8% |
| 3Y | +79.0% | -35.5% | +114.4% | +83.8% |
| 5Y | +61.3% | -60.5% | +121.8% | +72.7% |
| All | +128.3% | +68.8% | +59.5% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling