+67.4%
CHRW vs PL
+403.1%
-335.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +6.0% | -3.7% |
| 7D | +0.7% | -20.5% | +21.2% | +1.7% |
| 30D | -5.0% | -38.8% | +33.8% | -3.0% |
| 3M | -16.1% | -49.1% | +33.0% | -13.7% |
| 6M | -22.6% | -69.4% | +46.7% | -19.2% |
| YTD | -19.3% | -42.3% | +23.1% | -19.0% |
| 1Y | -14.9% | -14.2% | -0.7% | -16.6% |
| All | +67.4% | +403.1% | -335.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling