+1,046.7%
FIX vs CHRW
+53.0%
+993.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +8.8% |
| 7D | -7.2% | +0.2% | -7.5% | -7.2% |
| 30D | -35.1% | -9.4% | -25.8% | -34.0% |
| 3M | -34.3% | -13.3% | -21.0% | -32.8% |
| 6M | -42.9% | -24.2% | -18.8% | -40.5% |
| YTD | +19.5% | -18.9% | +38.3% | +21.8% |
| 1Y | +16.8% | -12.4% | +29.1% | +17.1% |
| 3Y | +506.7% | +72.2% | +434.5% | +383.8% |
| 5Y | +1,046.7% | +53.4% | +993.3% | +864.9% |
| All | +1,046.7% | +53.0% | +993.7% | +864.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling