-65.6%
FIS vs CHRW
+90.3%
-155.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.2% |
| 7D | -3.5% | +1.9% | -5.4% | -3.8% |
| 30D | -7.8% | +0.9% | -8.8% | -8.0% |
| 3M | +0.8% | -19.9% | +20.7% | +4.4% |
| 6M | -21.9% | -15.8% | -6.1% | -20.4% |
| YTD | -39.5% | -5.6% | -33.9% | -40.2% |
| 1Y | -41.0% | +21.0% | -62.0% | -45.3% |
| 3Y | -23.6% | +86.0% | -109.6% | -38.5% |
| 5Y | -65.6% | +88.6% | -154.3% | -73.0% |
| All | -65.6% | +90.3% | -155.9% | -73.0% |
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