-65.8%
FLUT vs CHRW
+16.7%
-82.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | +7.7% | -3.9% | +11.6% | +8.0% |
| 3M | -0.7% | -19.7% | +19.0% | +0.1% |
| 6M | -11.2% | -21.7% | +10.6% | -10.9% |
| YTD | -53.4% | -7.5% | -45.9% | -52.8% |
| 1Y | -65.8% | +17.3% | -83.1% | -64.4% |
| All | -65.8% | +16.7% | -82.5% | -64.4% |
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