-25.6%
FLUT vs CHRW
+126.6%
-152.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | -3.4% | +1.9% | -1.1% |
| 30D | +3.4% | -9.4% | +12.8% | +4.4% |
| 3M | -12.5% | -12.6% | +0.2% | -11.5% |
| 6M | -18.5% | -24.2% | +5.7% | -16.6% |
| YTD | -61.6% | -18.9% | -42.8% | -61.2% |
| 1Y | -64.1% | -13.7% | -50.4% | -64.0% |
| 3Y | -44.5% | +72.6% | -117.0% | -49.3% |
| 5Y | -51.3% | +55.6% | -106.8% | -55.1% |
| 10Y | -25.6% | +122.7% | -148.3% | -31.9% |
| All | -25.6% | +126.6% | -152.2% | -31.9% |
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 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