+2,054.3%
FLUT vs CHRW
+1,589.4%
+464.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +7.7% | -3.5% | +11.2% | +8.0% |
| 3M | -0.7% | -19.4% | +18.7% | +1.0% |
| 6M | -11.2% | -21.4% | +10.2% | -9.5% |
| YTD | -53.4% | -7.1% | -46.3% | -53.4% |
| 1Y | -65.8% | +17.8% | -83.6% | -66.6% |
| 3Y | -44.9% | +78.8% | -123.7% | -48.8% |
| 5Y | -49.7% | +83.5% | -133.2% | -53.6% |
| 10Y | -9.7% | +160.2% | -170.0% | -19.7% |
| All | +2,054.3% | +1,589.4% | +464.9% | +1,739.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling