+177.7%
CHRW vs FTAI
+2,995.8%
-2,818.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.5% |
| 7D | +4.4% | -9.7% | +14.0% | +5.2% |
| 30D | +5.5% | -20.0% | +25.5% | +7.2% |
| 3M | -17.3% | -20.1% | +2.8% | -16.2% |
| 6M | -12.7% | -33.3% | +20.6% | -10.7% |
| YTD | -4.1% | -8.0% | +3.9% | -4.8% |
| 1Y | +21.2% | +8.0% | +13.3% | +18.5% |
| 3Y | +88.9% | +413.4% | -324.5% | +51.1% |
| 5Y | +93.1% | +858.6% | -765.5% | +41.9% |
| All | +177.7% | +2,995.8% | -2,818.1% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling