+446.2%
FLEX vs CHRW
+62.5%
+383.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | +17.1% | +4.7% | +12.3% | +16.0% |
| 30D | -29.5% | -2.6% | -27.0% | -29.4% |
| 3M | -37.3% | -8.0% | -29.3% | -36.6% |
| 6M | -44.1% | -19.0% | -25.1% | -42.3% |
| YTD | +29.3% | -15.5% | +44.8% | +31.8% |
| 1Y | +24.2% | -10.8% | +35.0% | +25.0% |
| 3Y | +297.3% | +79.8% | +217.5% | +226.0% |
| 5Y | +446.2% | +59.3% | +386.9% | +394.8% |
| All | +446.2% | +62.5% | +383.7% | +394.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling