-10.0%
CHRW vs FRMI
-87.9%
+78.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.7% | -26.6% | +1.0% |
| 7D | +7.3% | +66.2% | -59.0% | +9.4% |
| 30D | -3.6% | -17.4% | +13.8% | -4.3% |
| 3M | -9.6% | -60.5% | +50.9% | -12.2% |
| 6M | -17.0% | -56.5% | +39.5% | -19.1% |
| YTD | -15.4% | -67.4% | +52.0% | -17.7% |
| 1Y | -10.0% | -85.1% | +75.1% | -10.7% |
| All | -10.0% | -87.9% | +78.0% | -10.7% |
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