-79.1%
FIG vs CHRW
+36.3%
-115.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.4% |
| 7D | -16.3% | -1.4% | -14.9% | -16.3% |
| 30D | -14.3% | -3.5% | -10.9% | -14.2% |
| 3M | +7.2% | -19.4% | +26.5% | +6.1% |
| 6M | -18.6% | -21.4% | +2.7% | -19.8% |
| YTD | -35.5% | -7.1% | -28.3% | -36.7% |
| 1Y | -55.8% | +17.8% | -73.6% | -55.9% |
| All | -79.1% | +36.3% | -115.5% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling