-11.1%
CHRW vs FTI
+57.1%
-68.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.8% |
| 7D | +4.9% | -9.7% | +14.6% | +6.6% |
| 30D | -4.8% | -8.2% | +3.4% | -3.6% |
| 3M | -13.1% | -7.8% | -5.3% | -12.9% |
| 6M | -16.3% | -13.4% | -2.9% | -14.8% |
| YTD | -15.8% | +45.1% | -60.9% | -24.3% |
| 1Y | -11.1% | +54.6% | -65.7% | -21.8% |
| All | -11.1% | +57.1% | -68.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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