+547.9%
FAST vs CHRW
+131.6%
+416.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +8.1% | -9.4% | +17.4% | +10.8% |
| 3M | +5.8% | -13.3% | +19.1% | +9.4% |
| 6M | +24.9% | -24.2% | +49.0% | +32.8% |
| YTD | +38.9% | -18.9% | +57.8% | +42.6% |
| 1Y | +36.5% | -12.4% | +48.8% | +36.3% |
| 3Y | +98.1% | +72.2% | +25.9% | +46.7% |
| 5Y | +109.3% | +53.4% | +55.9% | +57.7% |
| 10Y | +547.9% | +127.0% | +421.0% | +288.7% |
| All | +547.9% | +131.6% | +416.3% | +288.7% |
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