+17.3%
CHRW vs FRSH
-3.3%
+20.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.4% | +1.1% |
| 7D | -1.8% | -8.2% | +6.3% | -1.1% |
| 30D | -3.9% | +10.5% | -14.4% | -4.8% |
| 3M | -19.7% | +32.7% | -52.5% | -21.6% |
| 6M | -21.7% | +50.3% | -72.0% | -24.9% |
| YTD | -7.5% | +3.9% | -11.4% | -14.1% |
| 1Y | +17.3% | -2.2% | +19.5% | +8.9% |
| All | +17.3% | -3.3% | +20.7% | +8.9% |
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