+1,658.1%
FLUT vs CHRW
+1,334.1%
+324.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +7.7% | -7.3% | +15.0% | +8.4% |
| 3M | -12.2% | -14.2% | +2.0% | -11.1% |
| 6M | -17.6% | -25.1% | +7.5% | -15.8% |
| YTD | -62.0% | -21.2% | -40.8% | -61.5% |
| 1Y | -62.3% | -14.2% | -48.1% | -62.1% |
| 3Y | -52.0% | +63.5% | -115.5% | -55.0% |
| 5Y | -51.8% | +49.6% | -101.4% | -54.7% |
| 10Y | -26.3% | +129.4% | -155.7% | -33.8% |
| All | +1,658.1% | +1,334.1% | +324.0% | +1,421.3% |
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 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