+71.7%
CHRW vs FLNC
-69.8%
+141.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.6% | +0.7% |
| 7D | +4.1% | -4.2% | +8.2% | +4.3% |
| 30D | +1.9% | -20.0% | +21.9% | +3.1% |
| 3M | -21.2% | -56.9% | +35.7% | -17.6% |
| 6M | -16.7% | -35.5% | +18.9% | -16.4% |
| YTD | -5.4% | -48.8% | +43.5% | -4.5% |
| 1Y | +21.2% | +49.3% | -28.1% | +12.1% |
| 3Y | +86.5% | -61.8% | +148.2% | +78.0% |
| All | +71.7% | -69.8% | +141.5% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling