+48.8%
CHRW vs PL
+45.6%
+3.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -3.4% | +5.6% | -9.0% | -3.8% |
| 30D | -9.4% | -16.9% | +7.6% | -8.6% |
| 3M | -12.6% | -38.2% | +25.6% | -10.6% |
| 6M | -24.2% | -63.4% | +39.3% | -20.6% |
| YTD | -18.9% | -27.6% | +8.8% | -19.4% |
| 1Y | -13.7% | +6.6% | -20.3% | -16.8% |
| 3Y | +72.6% | +557.6% | -485.0% | +38.5% |
| 5Y | +55.6% | +39.5% | +16.1% | +29.5% |
| All | +48.8% | +45.6% | +3.2% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling