+71.1%
FITB vs CHRW
+90.3%
-19.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.3% |
| 30D | -4.5% | +0.9% | -5.5% | -4.8% |
| 3M | +5.7% | -19.9% | +25.5% | +11.0% |
| 6M | +17.1% | -15.8% | +32.9% | +20.8% |
| YTD | +18.3% | -5.6% | +23.9% | +17.4% |
| 1Y | +23.9% | +21.0% | +2.9% | +13.6% |
| 3Y | +131.1% | +86.0% | +45.1% | +81.3% |
| 5Y | +71.1% | +88.6% | -17.5% | +36.7% |
| All | +71.1% | +90.3% | -19.2% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling