+63.5%
CHRW vs FGI
+1.5%
+62.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +0.6% | -7.0% | +7.5% | +0.7% |
| 30D | -7.3% | -4.2% | -3.1% | -7.3% |
| 3M | -14.2% | +55.6% | -69.8% | -15.2% |
| 6M | -25.1% | -3.2% | -21.9% | -25.8% |
| YTD | -21.2% | +29.1% | -50.3% | -22.4% |
| 1Y | -14.2% | +51.0% | -65.1% | -15.7% |
| 3Y | +63.5% | +1.5% | +62.0% | +60.2% |
| All | +63.5% | +1.5% | +62.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling