-9.9%
CHRW vs PL
+8.6%
-18.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -0.1% | +13.4% | -13.4% | -0.5% |
| 30D | -4.3% | -10.2% | +5.9% | -4.1% |
| 3M | -7.4% | -39.5% | +32.1% | -6.3% |
| 6M | -20.7% | -65.7% | +45.0% | -18.9% |
| YTD | -15.9% | -27.3% | +11.4% | -17.3% |
| 1Y | -9.9% | +15.0% | -24.9% | -12.7% |
| All | -9.9% | +8.6% | -18.5% | -12.7% |
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 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