+10.2%
FLEX vs CHRW
-16.7%
+26.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.0% |
| 7D | -19.3% | +0.6% | -19.9% | -19.2% |
| 30D | -41.5% | -7.3% | -34.2% | -41.1% |
| 3M | -43.1% | -14.2% | -28.9% | -42.0% |
| 6M | -48.2% | -25.1% | -23.1% | -45.7% |
| YTD | +15.5% | -21.2% | +36.7% | +11.9% |
| 1Y | +10.2% | -14.2% | +24.4% | -2.8% |
| All | +10.2% | -16.7% | +26.9% | -2.8% |
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