+203.1%
FITB vs CHRW
+128.5%
+74.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.8% | +4.7% | -3.9% | -0.8% |
| 30D | +7.3% | -2.6% | +9.9% | +7.8% |
| 3M | -6.3% | -8.0% | +1.7% | -4.5% |
| 6M | +12.6% | -19.0% | +31.6% | +18.3% |
| YTD | +18.0% | -15.5% | +33.5% | +20.1% |
| 1Y | +28.9% | -10.8% | +39.7% | +28.3% |
| 3Y | +139.4% | +79.8% | +59.6% | +67.7% |
| 5Y | +47.2% | +59.3% | -12.1% | +5.6% |
| All | +203.1% | +128.5% | +74.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling