+565.2%
FLEX vs CHRW
+127.5%
+437.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.3% |
| 7D | -19.3% | +0.6% | -19.9% | -19.4% |
| 30D | -41.5% | -7.3% | -34.2% | -40.5% |
| 3M | -43.1% | -14.2% | -28.9% | -41.0% |
| 6M | -48.2% | -25.1% | -23.1% | -44.5% |
| YTD | +15.5% | -21.2% | +36.7% | +20.6% |
| 1Y | +10.2% | -14.2% | +24.4% | +11.6% |
| 3Y | +256.8% | +63.5% | +193.3% | +166.6% |
| 5Y | +408.2% | +49.6% | +358.6% | +282.6% |
| All | +565.2% | +127.5% | +437.7% | +330.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling