+98.1%
FAST vs CHRW
+68.5%
+29.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +8.1% | -9.4% | +17.4% | +9.2% |
| 3M | +5.8% | -13.3% | +19.1% | +7.3% |
| 6M | +24.9% | -24.2% | +49.0% | +28.1% |
| YTD | +38.9% | -18.9% | +57.8% | +40.9% |
| 1Y | +36.5% | -12.4% | +48.8% | +37.2% |
| 3Y | +98.1% | +72.2% | +25.9% | +87.4% |
| All | +98.1% | +68.5% | +29.6% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling