+88.6%
CHRW vs FTV
+4.3%
+84.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +0.9% | -8.3% | +9.3% | +4.2% |
| 3M | -19.9% | -7.4% | -12.5% | -17.9% |
| 6M | -15.8% | -1.2% | -14.6% | -15.8% |
| YTD | -5.6% | +2.7% | -8.3% | -7.0% |
| 1Y | +21.0% | +18.4% | +2.6% | +13.1% |
| 3Y | +86.0% | -2.0% | +88.1% | +82.5% |
| 5Y | +88.6% | +3.4% | +85.2% | +71.5% |
| All | +88.6% | +4.3% | +84.3% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling