-58.7%
FIG vs CHRW
+21.7%
-80.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -14.5% | +4.1% | -18.5% | -14.6% |
| 30D | -13.3% | +1.9% | -15.2% | -13.4% |
| 3M | +7.4% | -21.2% | +28.6% | +6.8% |
| 6M | -27.8% | -16.7% | -11.1% | -28.7% |
| YTD | -41.1% | -5.4% | -35.7% | -42.5% |
| 1Y | -58.7% | +21.2% | -79.9% | -59.6% |
| All | -58.7% | +21.7% | -80.4% | -59.6% |
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