-26.1%
FLUT vs CHRW
+128.5%
-154.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -1.2% | +4.7% | -5.9% | -1.7% |
| 30D | +5.0% | -2.6% | +7.6% | +5.1% |
| 3M | -16.4% | -8.0% | -8.4% | -16.0% |
| 6M | -14.6% | -19.0% | +4.4% | -13.3% |
| YTD | -61.9% | -15.5% | -46.4% | -61.6% |
| 1Y | -65.0% | -10.8% | -54.2% | -65.0% |
| 3Y | -44.8% | +79.8% | -124.6% | -49.8% |
| 5Y | -49.9% | +59.3% | -109.2% | -54.0% |
| All | -26.1% | +128.5% | -154.6% | -32.4% |
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 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