+5,542.4%
FAST vs CHRW
+3,613.5%
+1,928.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.9% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | +4.6% | -5.0% | +9.6% | +6.0% |
| 3M | +6.4% | -16.1% | +22.5% | +12.1% |
| 6M | +20.6% | -22.6% | +43.2% | +29.1% |
| YTD | +34.7% | -19.3% | +54.0% | +39.8% |
| 1Y | +29.7% | -14.9% | +44.6% | +31.8% |
| 3Y | +89.9% | +68.0% | +21.9% | +40.1% |
| 5Y | +105.0% | +53.2% | +51.8% | +53.0% |
| 10Y | +594.2% | +134.8% | +459.3% | +323.8% |
| All | +5,542.4% | +3,613.5% | +1,928.9% | +1,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling