+107.2%
FAST vs CHRW
+83.1%
+24.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | -0.8% | -3.5% | +2.7% | -0.1% |
| 3M | +5.8% | -19.4% | +25.1% | +9.7% |
| 6M | +8.0% | -21.4% | +29.4% | +12.2% |
| YTD | +25.6% | -7.1% | +32.8% | +25.3% |
| 1Y | +0.8% | +17.8% | -17.0% | -5.1% |
| 3Y | +86.1% | +78.8% | +7.3% | +56.0% |
| All | +107.2% | +83.1% | +24.1% | +67.0% |
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