-26.1%
FLUT vs CHRW
+131.6%
-157.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | 0.0% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.8% | -9.4% | +12.1% | +3.7% |
| 3M | -13.5% | -13.3% | -0.2% | -12.4% |
| 6M | -19.0% | -24.2% | +5.2% | -17.1% |
| YTD | -61.9% | -18.9% | -43.0% | -61.4% |
| 1Y | -63.2% | -12.4% | -50.9% | -63.2% |
| 3Y | -46.0% | +72.2% | -118.3% | -50.7% |
| 5Y | -51.8% | +53.4% | -105.1% | -55.5% |
| 10Y | -26.1% | +127.0% | -153.0% | -33.0% |
| All | -26.1% | +131.6% | -157.7% | -33.0% |
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