+230.6%
FIS vs CHRW
+1,415.9%
-1,185.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | -25.5% | +0.6% | -26.1% | -25.7% |
| 30D | -15.1% | -7.3% | -7.8% | -13.5% |
| 3M | -32.1% | -14.2% | -17.9% | -29.7% |
| 6M | -36.1% | -25.1% | -11.0% | -31.9% |
| YTD | -55.4% | -21.2% | -34.2% | -53.9% |
| 1Y | -53.9% | -14.2% | -39.7% | -53.7% |
| 3Y | -39.8% | +63.5% | -103.3% | -53.7% |
| 5Y | -71.1% | +49.6% | -120.7% | -77.5% |
| 10Y | -53.8% | +129.4% | -183.2% | -70.6% |
| All | +230.6% | +1,415.9% | -1,185.4% | +13.0% |
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 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