+1,447.9%
CHRW vs FTI
+1,741.8%
-294.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.7% | +5.4% | -0.7% | +3.6% |
| 30D | -2.6% | -8.2% | +5.6% | -1.1% |
| 3M | -8.0% | -13.7% | +5.7% | -5.6% |
| 6M | -19.0% | -11.2% | -7.8% | -17.5% |
| YTD | -15.5% | +46.0% | -61.5% | -22.5% |
| 1Y | -10.8% | +51.8% | -62.6% | -18.9% |
| 3Y | +79.8% | +206.7% | -126.9% | +38.2% |
| 5Y | +59.3% | +862.0% | -802.7% | -7.8% |
| 10Y | +129.6% | +182.3% | -52.7% | +53.5% |
| All | +1,447.9% | +1,741.8% | -294.0% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling