+18.1%
CHRW vs FIGR
+1.6%
+16.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.3% |
| 7D | +4.4% | +1.0% | +3.4% | +4.4% |
| 30D | +5.5% | +31.4% | -25.9% | +5.3% |
| 3M | -17.3% | +30.3% | -47.5% | -17.3% |
| 6M | -12.7% | -7.6% | -5.0% | -13.0% |
| YTD | -4.1% | -10.5% | +6.3% | -5.0% |
| All | +18.1% | +1.6% | +16.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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