+199.2%
CHRW vs FTAI
+2,582.9%
-2,383.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -3.5% | -12.1% | +8.6% | -2.6% |
| 3M | -19.4% | -21.3% | +1.9% | -18.2% |
| 6M | -21.4% | -30.2% | +8.9% | -19.9% |
| YTD | -7.1% | +0.3% | -7.4% | -8.4% |
| 1Y | +17.8% | +27.2% | -9.3% | +13.7% |
| 3Y | +78.8% | +443.9% | -365.1% | +43.8% |
| 5Y | +83.5% | +853.5% | -770.0% | +37.0% |
| 10Y | +160.2% | +3,169.1% | -3,008.8% | +76.3% |
| All | +199.2% | +2,582.9% | -2,383.7% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling