-11.1%
CHRW vs PL
-0.6%
-10.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.5% |
| 7D | +4.9% | -11.7% | +16.6% | +5.3% |
| 30D | -4.8% | -27.1% | +22.3% | -4.0% |
| 3M | -13.1% | -44.6% | +31.5% | -11.6% |
| 6M | -16.3% | -67.2% | +50.8% | -14.0% |
| YTD | -15.8% | -35.9% | +20.0% | -17.3% |
| 1Y | -11.1% | -0.4% | -10.7% | -14.8% |
| All | -11.1% | -0.6% | -10.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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