+1,348.8%
CHRW vs FLR
+532.1%
+816.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | +5.1% | -8.5% | -4.3% |
| 30D | -9.4% | -0.5% | -8.9% | -9.4% |
| 3M | -12.6% | -3.5% | -9.2% | -12.5% |
| 6M | -24.2% | +16.5% | -40.6% | -27.2% |
| YTD | -18.9% | +27.3% | -46.1% | -23.7% |
| 1Y | -13.7% | +10.6% | -24.3% | -16.9% |
| 3Y | +72.6% | +39.4% | +33.2% | +53.2% |
| 5Y | +55.6% | +126.4% | -70.8% | +22.7% |
| 10Y | +122.7% | +8.4% | +114.4% | +78.5% |
| All | +1,348.8% | +532.1% | +816.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling