-23.6%
FPS vs CHRW
-31.3%
+7.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.5% | -10.3% | -9.9% |
| 7D | +21.6% | +4.7% | +16.9% | +21.0% |
| 30D | -38.8% | -2.6% | -36.2% | -39.1% |
| 3M | -42.1% | -8.0% | -34.1% | -42.2% |
| 6M | -48.5% | -19.0% | -29.5% | -48.2% |
| All | -23.6% | -31.3% | +7.7% | -20.3% |
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