-55.3%
FIS vs CHRW
+131.6%
-187.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.0% |
| 7D | -29.4% | +0.2% | -29.6% | -29.5% |
| 30D | -16.7% | -9.4% | -7.4% | -15.2% |
| 3M | -33.0% | -13.3% | -19.7% | -31.4% |
| 6M | -33.3% | -24.2% | -9.2% | -30.3% |
| YTD | -56.0% | -18.9% | -37.1% | -55.4% |
| 1Y | -54.6% | -12.4% | -42.2% | -54.9% |
| 3Y | -40.6% | +72.2% | -112.9% | -53.7% |
| 5Y | -71.9% | +53.4% | -125.3% | -77.6% |
| 10Y | -55.3% | +127.0% | -182.3% | -69.3% |
| All | -55.3% | +131.6% | -187.0% | -69.3% |
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 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