+14.5%
FIX vs CHRW
-12.5%
+27.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +9.0% |
| 7D | -7.2% | +0.2% | -7.5% | -7.1% |
| 30D | -35.1% | -9.4% | -25.8% | -34.5% |
| 3M | -34.3% | -13.3% | -21.0% | -33.4% |
| 6M | -42.9% | -24.2% | -18.8% | -41.1% |
| YTD | +19.5% | -18.9% | +38.3% | +0.5% |
| All | +14.5% | -12.5% | +27.0% | -10.9% |
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