-51.7%
FIG vs CHRW
-10.6%
-41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | -4.7% | +4.9% | -9.5% | -5.1% |
| 30D | +0.5% | -4.8% | +5.4% | +0.8% |
| 3M | -18.4% | -13.1% | -5.3% | -17.8% |
| 6M | +10.9% | -16.3% | +27.2% | +9.3% |
| YTD | -40.8% | -15.8% | -25.0% | -45.0% |
| 1Y | -51.7% | -11.1% | -40.6% | -56.2% |
| All | -51.7% | -10.6% | -41.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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