+23.4%
FITB vs CHRW
+21.7%
+1.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | +4.1% | -4.4% | -1.0% |
| 30D | -5.1% | +1.9% | -7.0% | -5.5% |
| 3M | +3.5% | -21.2% | +24.7% | +7.3% |
| 6M | +17.2% | -16.7% | +33.9% | +19.6% |
| YTD | +17.6% | -5.4% | +23.0% | +17.6% |
| 1Y | +23.4% | +21.2% | +2.2% | +17.3% |
| All | +23.4% | +21.7% | +1.7% | +17.3% |
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