+81.0%
F vs CHRW
+131.6%
-50.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.3% |
| 7D | -0.6% | +0.2% | -0.9% | -0.8% |
| 30D | +2.9% | -9.4% | +12.2% | +5.6% |
| 3M | -9.5% | -13.3% | +3.8% | -6.3% |
| 6M | +4.0% | -24.2% | +28.2% | +10.6% |
| YTD | -1.3% | -18.9% | +17.6% | +0.6% |
| 1Y | -1.9% | -12.4% | +10.4% | -3.0% |
| 3Y | +53.5% | +72.2% | -18.8% | +10.2% |
| 5Y | -15.1% | +53.4% | -68.5% | -36.4% |
| 10Y | +81.0% | +127.0% | -46.0% | +7.4% |
| All | +81.0% | +131.6% | -50.6% | +7.4% |
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