-11.1%
CHRW vs FRSH
+21.1%
-32.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.7% |
| 7D | +4.9% | -13.8% | +18.7% | +5.9% |
| 30D | -4.8% | +0.3% | -5.1% | -5.1% |
| 3M | -13.1% | +10.1% | -23.3% | -14.5% |
| 6M | -16.3% | +47.7% | -64.0% | -20.2% |
| YTD | -15.8% | +8.2% | -24.1% | -22.9% |
| 1Y | -11.1% | +21.4% | -32.6% | -20.2% |
| All | -11.1% | +21.1% | -32.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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