+306.7%
FITB vs CHRW
+3,633.2%
-3,326.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +7.3% | -9.4% | +16.7% | +11.0% |
| 3M | -4.0% | -13.3% | +9.3% | +0.4% |
| 6M | +11.9% | -24.2% | +36.1% | +21.4% |
| YTD | +19.0% | -18.9% | +37.9% | +23.8% |
| 1Y | +31.0% | -12.4% | +43.4% | +32.1% |
| 3Y | +143.8% | +72.2% | +71.5% | +77.5% |
| 5Y | +48.9% | +53.4% | -4.5% | +11.0% |
| 10Y | +236.6% | +127.0% | +109.7% | +108.4% |
| All | +306.7% | +3,633.2% | -3,326.5% | +36.9% |
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