+53.2%
CHRW vs PL
+11.6%
+41.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +6.0% | -3.6% |
| 7D | +0.7% | -20.5% | +21.2% | +2.0% |
| 30D | -5.0% | -38.8% | +33.8% | -2.5% |
| 3M | -16.1% | -49.1% | +33.0% | -13.1% |
| 6M | -22.6% | -69.4% | +46.7% | -18.2% |
| YTD | -19.3% | -42.3% | +23.1% | -18.8% |
| 1Y | -14.9% | -14.2% | -0.7% | -16.9% |
| 3Y | +68.0% | +398.7% | -330.6% | +37.3% |
| 5Y | +53.2% | +11.1% | +42.0% | +31.8% |
| All | +53.2% | +11.6% | +41.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling