+663.2%
FLEX vs CHRW
+83.1%
+580.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -10.1% | -3.5% | -6.7% | -9.5% |
| 3M | -31.3% | -19.4% | -11.9% | -28.2% |
| 6M | +71.3% | -21.4% | +92.6% | +79.5% |
| YTD | +81.2% | -7.1% | +88.4% | +82.3% |
| 1Y | +98.5% | +17.8% | +80.7% | +88.0% |
| 3Y | +428.2% | +78.8% | +349.5% | +341.7% |
| All | +663.2% | +83.1% | +580.1% | +516.9% |
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