-59.6%
FLUT vs CHRW
-11.0%
-48.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +7.3% | -8.0% | -1.2% |
| 30D | +9.3% | -3.6% | +12.8% | +9.4% |
| 3M | -17.5% | -9.6% | -7.9% | -17.2% |
| 6M | -14.6% | -17.0% | +2.4% | -14.9% |
| YTD | -62.3% | -15.4% | -46.8% | -61.5% |
| 1Y | -59.6% | -10.0% | -49.6% | -58.4% |
| All | -59.6% | -11.0% | -48.6% | -58.4% |
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