+88.4%
CHRW vs FLNC
-63.7%
+152.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.6% | +1.5% |
| 7D | +4.4% | -5.0% | +9.4% | +4.6% |
| 30D | +5.5% | -26.1% | +31.6% | +6.9% |
| 3M | -17.3% | -55.2% | +37.9% | -14.2% |
| 6M | -12.7% | -42.6% | +29.9% | -11.8% |
| YTD | -4.1% | -51.0% | +46.9% | -3.0% |
| 1Y | +21.2% | +43.3% | -22.1% | +13.7% |
| All | +88.4% | -63.7% | +152.2% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling