-11.1%
CHRW vs FGI
+38.7%
-49.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.4% |
| 7D | +4.9% | +3.3% | +1.5% | +4.8% |
| 30D | -4.8% | -2.0% | -2.8% | -4.8% |
| 3M | -13.1% | +60.3% | -73.4% | -14.8% |
| 6M | -16.3% | +0.7% | -17.1% | -17.5% |
| YTD | -15.8% | +30.2% | -46.0% | -17.7% |
| 1Y | -11.1% | +44.4% | -55.5% | -14.3% |
| All | -11.1% | +38.7% | -49.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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