-32.8%
FPS vs CHRW
-35.9%
+3.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.3% | +7.1% |
| 7D | -24.5% | +0.6% | -25.1% | -24.3% |
| 30D | -52.1% | -7.3% | -44.8% | -52.1% |
| 3M | -48.4% | -14.2% | -34.2% | -48.1% |
| 6M | -54.4% | -25.1% | -29.3% | -53.7% |
| All | -32.8% | -35.9% | +3.1% | -29.5% |
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