+8.1%
FPS vs CHRW
-24.8%
+32.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.4% |
| 7D | +3.1% | -1.8% | +5.0% | +3.3% |
| 30D | -18.6% | -3.9% | -14.7% | -18.3% |
| 3M | -51.5% | -19.7% | -31.7% | -50.3% |
| 6M | -8.5% | -21.7% | +13.2% | -5.1% |
| All | +8.1% | -24.8% | +32.9% | +12.9% |
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