+174.5%
CHRW vs FLR
+17.1%
+157.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | +4.1% | -3.1% | +7.2% | +4.3% |
| 30D | +1.9% | +4.9% | -3.0% | +1.4% |
| 3M | -21.2% | +10.8% | -32.0% | -22.2% |
| 6M | -16.7% | +19.7% | -36.3% | -18.5% |
| YTD | -5.4% | +38.4% | -43.7% | -8.7% |
| 1Y | +21.2% | +34.7% | -13.5% | +17.0% |
| 3Y | +86.5% | +56.7% | +29.8% | +74.8% |
| 5Y | +93.0% | +241.6% | -148.6% | +69.0% |
| 10Y | +174.5% | +20.2% | +154.3% | +166.9% |
| All | +174.5% | +17.1% | +157.4% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling