+420.4%
FIX vs CHRW
+67.8%
+352.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.4% | -11.2% |
| 7D | -27.2% | +0.7% | -27.9% | -27.2% |
| 30D | -46.9% | -5.0% | -41.9% | -46.8% |
| 3M | -44.4% | -16.1% | -28.3% | -43.6% |
| 6M | -50.9% | -22.6% | -28.3% | -49.9% |
| YTD | +3.5% | -19.3% | +22.8% | +5.3% |
| 1Y | -2.1% | -14.9% | +12.8% | -0.9% |
| All | +420.4% | +67.8% | +352.6% | +387.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling