+21.2%
CHRW vs FTI
+97.6%
-76.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +4.1% | -2.3% | +6.4% | +4.6% |
| 30D | +1.9% | +5.0% | -3.1% | +0.5% |
| 3M | -21.2% | +13.8% | -35.0% | -23.5% |
| 6M | -16.7% | +22.9% | -39.6% | -21.4% |
| YTD | -5.4% | +75.0% | -80.3% | -16.1% |
| 1Y | +21.2% | +96.9% | -75.7% | +5.8% |
| All | +21.2% | +97.6% | -76.4% | +5.8% |
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