+21.2%
CHRW vs FTV
+17.4%
+3.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | +4.1% | -1.3% | +5.3% | +4.6% |
| 30D | +1.9% | -9.5% | +11.4% | +6.3% |
| 3M | -21.2% | -10.9% | -10.3% | -17.8% |
| 6M | -16.7% | -0.6% | -16.0% | -17.5% |
| YTD | -5.4% | +1.4% | -6.8% | -5.8% |
| 1Y | +21.2% | +17.6% | +3.5% | +11.9% |
| All | +21.2% | +17.4% | +3.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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