-11.1%
CHRW vs FRMI
-93.1%
+82.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.8% | -0.2% |
| 7D | +4.9% | -39.7% | +44.6% | +2.8% |
| 30D | -4.8% | -55.2% | +50.4% | -7.2% |
| 3M | -13.1% | -71.2% | +58.0% | -16.2% |
| 6M | -16.3% | -64.1% | +47.8% | -19.9% |
| YTD | -15.8% | -77.2% | +61.4% | -18.8% |
| 1Y | -11.1% | -93.2% | +82.0% | -9.0% |
| All | -11.1% | -93.1% | +82.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling