+14.4%
FIX vs CHRW
-10.6%
+25.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.3% | -15.1% |
| 7D | -18.9% | +4.9% | -23.8% | -19.3% |
| 30D | -36.3% | -4.8% | -31.5% | -36.1% |
| 3M | -38.5% | -13.1% | -25.4% | -37.6% |
| 6M | -42.3% | -16.3% | -25.9% | -42.1% |
| YTD | +17.1% | -15.8% | +32.9% | -0.7% |
| 1Y | +14.4% | -11.1% | +25.5% | -10.2% |
| All | +14.4% | -10.6% | +25.0% | -10.2% |
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