+307.2%
FITB vs CHRW
+4,173.0%
-3,865.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | -4.7% | -3.5% | -1.3% | -3.6% |
| 3M | +6.7% | -19.4% | +26.1% | +14.4% |
| 6M | +12.6% | -21.4% | +33.9% | +21.0% |
| YTD | +19.1% | -7.1% | +26.2% | +18.7% |
| 1Y | +22.6% | +17.8% | +4.8% | +9.7% |
| 3Y | +127.1% | +78.8% | +48.3% | +64.9% |
| 5Y | +71.8% | +83.5% | -11.7% | +20.3% |
| 10Y | +287.2% | +160.2% | +126.9% | +129.4% |
| All | +307.2% | +4,173.0% | -3,865.8% | +31.3% |
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 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