+174.5%
CHRW vs FTI
+297.7%
-123.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +4.1% | -2.3% | +6.4% | +4.4% |
| 30D | +1.9% | +5.0% | -3.1% | +1.2% |
| 3M | -21.2% | +13.8% | -35.0% | -22.6% |
| 6M | -16.7% | +22.9% | -39.6% | -19.1% |
| YTD | -5.4% | +75.0% | -80.3% | -12.3% |
| 1Y | +21.2% | +96.9% | -75.7% | +10.4% |
| 3Y | +86.5% | +276.7% | -190.3% | +54.5% |
| 5Y | +93.0% | +1,157.0% | -1,064.0% | +35.4% |
| 10Y | +174.5% | +310.7% | -136.2% | +108.0% |
| All | +174.5% | +297.7% | -123.2% | +108.0% |
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