+125.5%
CHRW vs FTV
+127.5%
-2.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -4.3% | +18.3% | -22.6% | -9.9% |
| 3M | -7.4% | +10.2% | -17.6% | -10.7% |
| 6M | -20.7% | +12.8% | -33.5% | -24.4% |
| YTD | -15.9% | +23.4% | -39.2% | -22.4% |
| 1Y | -9.9% | +31.4% | -41.3% | -18.7% |
| 3Y | +79.0% | +38.7% | +40.3% | +55.5% |
| 5Y | +61.3% | +18.6% | +42.7% | +45.6% |
| 10Y | +128.5% | +110.1% | +18.4% | +78.6% |
| All | +125.5% | +127.5% | -2.0% | +73.7% |
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