+117.5%
CHRW vs FTV
+126.9%
-9.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -3.4% | +1.4% | -4.8% | -3.8% |
| 30D | -9.4% | +18.3% | -27.6% | -14.7% |
| 3M | -12.6% | +9.8% | -22.5% | -15.6% |
| 6M | -24.2% | +12.3% | -36.5% | -27.6% |
| YTD | -18.9% | +23.1% | -41.9% | -25.1% |
| 1Y | -13.7% | +32.5% | -46.2% | -22.4% |
| 3Y | +72.6% | +38.3% | +34.3% | +50.1% |
| 5Y | +55.6% | +16.8% | +38.7% | +41.0% |
| 10Y | +122.7% | +106.6% | +16.2% | +74.6% |
| All | +117.5% | +126.9% | -9.5% | +67.7% |
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