-83.9%
FIG vs CHRW
+19.1%
-103.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.4% | -3.4% | -8.0% | -11.1% |
| 30D | -17.2% | -9.4% | -7.8% | -16.7% |
| 3M | -26.6% | -12.6% | -14.0% | -26.2% |
| 6M | -9.8% | -24.2% | +14.3% | -10.6% |
| YTD | -50.1% | -18.9% | -31.3% | -50.9% |
| 1Y | -58.1% | -13.7% | -44.4% | -58.7% |
| All | -83.9% | +19.1% | -103.0% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling