+16.3%
FIX vs CHRW
-9.5%
+25.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +17.0% | +4.7% | +12.3% | +16.2% |
| 30D | -30.6% | -2.6% | -28.0% | -30.7% |
| 3M | -35.0% | -8.0% | -27.0% | -34.8% |
| 6M | -44.0% | -19.0% | -24.9% | -43.0% |
| YTD | +21.1% | -15.5% | +36.6% | +1.6% |
| 1Y | +16.3% | -10.8% | +27.1% | -8.7% |
| All | +16.3% | -9.5% | +25.8% | -8.7% |
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