+31.0%
F vs CHRW
+16.7%
+14.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +5.3% | -1.8% | +7.2% | +5.4% |
| 30D | +4.6% | -3.9% | +8.5% | +4.8% |
| 3M | -3.7% | -19.7% | +16.1% | -2.9% |
| 6M | +16.8% | -21.7% | +38.5% | +18.1% |
| YTD | +15.3% | -7.5% | +22.8% | +15.5% |
| 1Y | +31.0% | +17.3% | +13.7% | +33.1% |
| All | +31.0% | +16.7% | +14.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling