-12.5%
F vs CHRW
+53.7%
-66.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +1.8% |
| 30D | +2.1% | -9.4% | +11.5% | +4.3% |
| 3M | -10.3% | -12.6% | +2.4% | -7.9% |
| 6M | +3.3% | -24.2% | +27.4% | +8.7% |
| YTD | -2.0% | -18.9% | +16.9% | -0.9% |
| 1Y | -2.3% | -13.7% | +11.4% | -3.4% |
| 3Y | +49.9% | +72.6% | -22.7% | +7.8% |
| 5Y | -12.5% | +55.6% | -68.0% | -29.0% |
| All | -12.5% | +53.7% | -66.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling