+42.5%
CHRW vs FGI
-74.8%
+117.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.2% | +0.5% |
| 7D | +7.3% | -14.4% | +21.7% | +7.5% |
| 30D | -3.6% | -11.8% | +8.2% | -3.5% |
| 3M | -9.6% | -46.2% | +36.7% | -8.8% |
| 6M | -17.0% | +5.2% | -22.2% | -18.1% |
| YTD | -15.4% | +10.5% | -25.9% | -17.3% |
| 1Y | -10.0% | +25.5% | -35.5% | -12.4% |
| 3Y | +82.2% | -16.0% | +98.2% | +76.3% |
| All | +42.5% | -74.8% | +117.3% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling