+82.1%
CHRW vs FTV
+39.1%
+43.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.7% | +3.7% | +1.0% | +3.6% |
| 30D | -2.6% | +16.8% | -19.4% | -7.2% |
| 3M | -8.0% | +10.4% | -18.4% | -10.8% |
| 6M | -19.0% | +12.8% | -31.8% | -22.4% |
| YTD | -15.5% | +23.3% | -38.8% | -21.0% |
| 1Y | -10.8% | +31.0% | -41.8% | -18.1% |
| All | +82.1% | +39.1% | +43.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling