+25.0%
FLEX vs CHRW
-10.6%
+35.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.2% | -12.6% | -12.4% |
| 7D | -17.0% | +4.9% | -21.9% | -17.6% |
| 30D | -33.8% | -4.8% | -29.0% | -33.7% |
| 3M | -39.0% | -13.1% | -25.9% | -37.8% |
| 6M | -15.9% | -16.3% | +0.5% | -14.2% |
| YTD | +27.8% | -15.8% | +43.7% | +22.1% |
| 1Y | +25.0% | -11.1% | +36.1% | +12.3% |
| All | +25.0% | -10.6% | +35.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling