+5,892.0%
FIX vs CHRW
+160.8%
+5,731.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +6.0% | -1.4% | +7.4% | +6.5% |
| 30D | -7.2% | -3.5% | -3.8% | -6.2% |
| 3M | -15.9% | -19.4% | +3.5% | -10.4% |
| 6M | +12.7% | -21.4% | +34.1% | +20.4% |
| YTD | +72.8% | -7.1% | +79.9% | +71.6% |
| 1Y | +122.9% | +17.8% | +105.1% | +98.8% |
| 3Y | +774.3% | +78.8% | +695.5% | +518.3% |
| 5Y | +2,049.5% | +83.5% | +1,966.0% | +1,332.7% |
| All | +5,892.0% | +160.8% | +5,731.1% | +3,078.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling