+14.4%
CHRW vs FIGR
-0.1%
+14.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | +25.2% | -28.6% | -3.6% |
| 3M | -19.4% | +14.8% | -34.2% | -19.4% |
| 6M | -21.4% | +17.9% | -39.3% | -21.6% |
| YTD | -7.1% | -11.9% | +4.8% | -8.0% |
| All | +14.4% | -0.1% | +14.5% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling