-10.4%
FLUT vs CHRW
+170.5%
-181.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.6% | +4.1% | -6.7% | -3.0% |
| 30D | +5.4% | +1.9% | +3.5% | +5.1% |
| 3M | -10.8% | -21.2% | +10.4% | -8.7% |
| 6M | -9.2% | -16.7% | +7.5% | -7.9% |
| YTD | -53.8% | -5.4% | -48.4% | -53.9% |
| 1Y | -66.0% | +21.2% | -87.2% | -67.1% |
| 3Y | -44.7% | +86.5% | -131.1% | -49.7% |
| 5Y | -50.6% | +93.0% | -143.6% | -55.2% |
| 10Y | -10.4% | +174.5% | -184.9% | -18.3% |
| All | -10.4% | +170.5% | -181.0% | -18.3% |
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