+74.3%
CHRW vs FLNC
-70.4%
+144.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | +0.1% |
| 7D | +3.5% | -4.1% | +7.5% | +3.7% |
| 30D | +4.6% | -24.8% | +29.4% | +6.2% |
| 3M | -19.7% | -59.1% | +39.4% | -15.8% |
| 6M | -12.4% | -42.0% | +29.6% | -11.6% |
| YTD | -3.9% | -49.8% | +45.9% | -2.9% |
| 1Y | +18.4% | +43.1% | -24.7% | +9.8% |
| 3Y | +88.8% | -61.0% | +149.8% | +79.9% |
| All | +74.3% | -70.4% | +144.7% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling