+376.5%
FIS vs CHRW
+1,685.8%
-1,309.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | -2.2% | -3.5% | +1.2% | -1.2% |
| 3M | +2.1% | -19.4% | +21.5% | +7.9% |
| 6M | -14.7% | -21.4% | +6.7% | -9.8% |
| YTD | -35.7% | -7.1% | -28.6% | -36.2% |
| 1Y | -37.1% | +17.8% | -54.9% | -42.9% |
| 3Y | -20.0% | +78.8% | -98.8% | -39.3% |
| 5Y | -62.1% | +83.5% | -145.6% | -72.1% |
| 10Y | -37.4% | +160.2% | -197.6% | -61.1% |
| All | +376.5% | +1,685.8% | -1,309.3% | +56.5% |
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