-38.8%
FIS vs CHRW
+80.1%
-119.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +2.8% | +7.3% | -4.5% | +2.2% |
| 30D | -16.7% | -3.6% | -13.1% | -16.6% |
| 3M | -32.3% | -9.6% | -22.7% | -32.0% |
| 6M | -29.1% | -17.0% | -12.1% | -28.7% |
| YTD | -54.1% | -15.4% | -38.7% | -54.2% |
| 1Y | -53.7% | -10.0% | -43.7% | -54.1% |
| 3Y | -38.8% | +82.2% | -121.0% | -47.0% |
| All | -38.8% | +80.1% | -119.0% | -47.0% |
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 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