+128.5%
CHRW vs FTI
+180.1%
-51.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -0.1% | +1.4% | -1.4% | -0.2% |
| 30D | -4.3% | -6.3% | +2.0% | -3.6% |
| 3M | -7.4% | -13.1% | +5.7% | -5.9% |
| 6M | -20.7% | -8.0% | -12.7% | -20.1% |
| YTD | -15.9% | +47.1% | -62.9% | -20.4% |
| 1Y | -9.9% | +50.7% | -60.6% | -15.1% |
| 3Y | +79.0% | +209.0% | -130.0% | +52.2% |
| 5Y | +61.3% | +847.0% | -785.7% | +17.3% |
| 10Y | +128.5% | +184.3% | -55.8% | +81.1% |
| All | +128.5% | +180.1% | -51.5% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling