+86.0%
CHRW vs FTI
+284.3%
-198.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +0.9% | +12.3% | -11.4% | -1.5% |
| 3M | -19.9% | +13.8% | -33.6% | -21.9% |
| 6M | -15.8% | +24.3% | -40.1% | -19.5% |
| YTD | -5.6% | +75.8% | -81.4% | -15.1% |
| 1Y | +21.0% | +99.6% | -78.6% | +6.4% |
| 3Y | +86.0% | +278.4% | -192.4% | +48.4% |
| All | +86.0% | +284.3% | -198.2% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling