+1,558.3%
CHRW vs FLR
+603.8%
+954.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.4% |
| 30D | -3.5% | +11.4% | -14.9% | -5.7% |
| 3M | -19.4% | +11.4% | -30.8% | -21.6% |
| 6M | -21.4% | +16.6% | -38.0% | -24.6% |
| YTD | -7.1% | +41.7% | -48.8% | -14.1% |
| 1Y | +17.8% | +35.4% | -17.6% | +9.4% |
| 3Y | +78.8% | +57.3% | +21.5% | +55.4% |
| 5Y | +83.5% | +241.0% | -157.5% | +33.8% |
| 10Y | +160.2% | +16.6% | +143.6% | +106.0% |
| All | +1,558.3% | +603.8% | +954.5% | +648.2% |
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