+3,653.2%
FIX vs CHRW
+127.5%
+3,525.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.8% | +6.2% |
| 7D | -17.5% | +0.6% | -18.0% | -17.5% |
| 30D | -41.6% | -7.3% | -34.3% | -40.4% |
| 3M | -40.6% | -14.2% | -26.4% | -38.2% |
| 6M | -49.4% | -25.1% | -24.3% | -45.7% |
| YTD | +9.2% | -21.2% | +30.3% | +13.3% |
| 1Y | +6.5% | -14.2% | +20.6% | +7.0% |
| 3Y | +448.7% | +63.5% | +385.2% | +289.6% |
| 5Y | +948.7% | +49.6% | +899.1% | +650.3% |
| All | +3,653.2% | +127.5% | +3,525.7% | +1,817.5% |
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