+1,600.5%
CHRW vs FTI
+2,165.1%
-564.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.4% | +5.3% | -6.7% | -2.5% |
| 30D | -3.5% | +15.3% | -18.8% | -6.4% |
| 3M | -19.4% | +15.8% | -35.2% | -21.9% |
| 6M | -21.4% | +22.6% | -43.9% | -24.9% |
| YTD | -7.1% | +79.5% | -86.7% | -18.1% |
| 1Y | +17.8% | +102.0% | -84.2% | +1.2% |
| 3Y | +78.8% | +315.8% | -237.0% | +29.1% |
| 5Y | +83.5% | +1,129.5% | -1,046.0% | +0.8% |
| 10Y | +160.2% | +320.9% | -160.7% | +58.5% |
| All | +1,600.5% | +2,165.1% | -564.6% | +459.2% |
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