+93.1%
CHRW vs FLR
+230.6%
-137.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +4.4% | -6.9% | +11.2% | +5.3% |
| 30D | +5.5% | +1.1% | +4.4% | +5.2% |
| 3M | -17.3% | +14.3% | -31.6% | -19.1% |
| 6M | -12.7% | +19.1% | -31.8% | -15.5% |
| YTD | -4.1% | +35.1% | -39.3% | -8.7% |
| 1Y | +21.2% | +29.5% | -8.2% | +15.6% |
| 3Y | +88.9% | +53.0% | +35.9% | +69.9% |
| 5Y | +93.1% | +238.9% | -145.8% | +59.9% |
| All | +93.1% | +230.6% | -137.5% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling