+37.4%
FAST vs CHRW
-9.7%
+47.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.7% |
| 7D | +4.3% | -0.1% | +4.3% | +4.3% |
| 30D | +8.3% | -4.3% | +12.6% | +8.7% |
| 3M | +6.5% | -7.4% | +13.9% | +7.0% |
| 6M | +29.5% | -20.7% | +50.2% | +31.6% |
| YTD | +41.3% | -15.9% | +57.1% | +35.8% |
| 1Y | +37.4% | -9.9% | +47.3% | +29.1% |
| All | +37.4% | -9.7% | +47.1% | +29.1% |
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