+152.0%
CHRW vs FND
+66.0%
+85.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -1.4% | -5.2% | +3.8% | -0.6% |
| 30D | -3.5% | -19.9% | +16.4% | 0.0% |
| 3M | -19.4% | +2.7% | -22.1% | -20.2% |
| 6M | -21.4% | -21.7% | +0.3% | -18.9% |
| YTD | -7.1% | -17.5% | +10.4% | -5.3% |
| 1Y | +17.8% | -39.3% | +57.1% | +25.7% |
| 3Y | +78.8% | -49.8% | +128.5% | +91.6% |
| 5Y | +83.5% | -60.1% | +143.6% | +96.7% |
| All | +152.0% | +66.0% | +85.9% | +119.5% |
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