+86.0%
CHRW vs FLR
+60.4%
+25.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | +1.9% | +0.7% | +1.3% | +1.9% |
| 30D | +0.9% | -0.7% | +1.6% | +0.9% |
| 3M | -19.9% | +14.3% | -34.2% | -21.5% |
| 6M | -15.8% | +25.6% | -41.4% | -19.0% |
| YTD | -5.6% | +42.9% | -48.5% | -10.4% |
| 1Y | +21.0% | +38.7% | -17.7% | +14.8% |
| 3Y | +86.0% | +61.8% | +24.3% | +66.0% |
| All | +86.0% | +60.4% | +25.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling