-40.9%
FIS vs CHRW
+170.5%
-211.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | -9.1% | +4.1% | -13.1% | -10.0% |
| 30D | -10.4% | +1.9% | -12.3% | -10.9% |
| 3M | -3.7% | -21.2% | +17.5% | +1.1% |
| 6M | -24.8% | -16.7% | -8.1% | -22.6% |
| YTD | -41.6% | -5.4% | -36.2% | -42.3% |
| 1Y | -42.7% | +21.2% | -63.9% | -47.6% |
| 3Y | -26.2% | +86.5% | -112.7% | -42.6% |
| 5Y | -66.1% | +93.0% | -159.2% | -74.4% |
| 10Y | -40.9% | +174.5% | -215.4% | -61.7% |
| All | -40.9% | +170.5% | -211.4% | -61.7% |
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