+307.0%
FITB vs CHRW
+3,771.3%
-3,464.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +7.0% | -4.3% | +11.3% | +8.4% |
| 3M | -4.8% | -7.4% | +2.6% | -3.0% |
| 6M | +13.5% | -20.7% | +34.2% | +21.0% |
| YTD | +19.1% | -15.9% | +34.9% | +22.1% |
| 1Y | +30.8% | -9.9% | +40.6% | +30.4% |
| 3Y | +141.6% | +79.0% | +62.7% | +73.2% |
| 5Y | +48.3% | +61.3% | -13.0% | +8.3% |
| 10Y | +215.9% | +128.5% | +87.4% | +95.0% |
| All | +307.0% | +3,771.3% | -3,464.2% | +35.0% |
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 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