+34.1%
FITB vs CHRW
-10.6%
+44.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +2.3% | +4.9% | -2.6% | +1.5% |
| 30D | +7.7% | -4.8% | +12.5% | +8.4% |
| 3M | -4.5% | -13.1% | +8.6% | -2.6% |
| 6M | +12.5% | -16.3% | +28.8% | +13.6% |
| YTD | +19.8% | -15.8% | +35.6% | +16.4% |
| 1Y | +34.1% | -11.1% | +45.3% | +26.2% |
| All | +34.1% | -10.6% | +44.7% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling