+148.9%
CHRW vs FTV
+90.8%
+58.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -1.4% | -4.5% | +3.1% | +0.2% |
| 30D | -3.5% | -7.1% | +3.6% | -1.0% |
| 3M | -19.4% | -7.2% | -12.2% | -17.5% |
| 6M | -21.4% | -1.5% | -19.9% | -21.2% |
| YTD | -7.1% | +3.5% | -10.6% | -8.7% |
| 1Y | +17.8% | +20.3% | -2.5% | +9.9% |
| 3Y | +78.8% | -3.1% | +81.9% | +76.4% |
| 5Y | +83.5% | +2.3% | +81.2% | +74.6% |
| 10Y | +160.2% | +76.3% | +83.9% | +116.2% |
| All | +148.9% | +90.8% | +58.1% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling