+95.1%
F vs CHRW
+163.9%
-68.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +4.6% | -3.5% | +8.1% | +5.7% |
| 3M | -3.7% | -19.4% | +15.7% | +2.2% |
| 6M | +16.8% | -21.4% | +38.2% | +24.1% |
| YTD | +15.3% | -7.1% | +22.4% | +13.7% |
| 1Y | +31.0% | +17.8% | +13.2% | +16.4% |
| 3Y | +45.4% | +78.8% | -33.3% | +5.6% |
| 5Y | +54.7% | +83.5% | -28.9% | +10.0% |
| All | +95.1% | +163.9% | -68.8% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling