+70.3%
CHRW vs PL
+84.9%
-14.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -1.4% | -9.3% | +7.9% | -0.9% |
| 30D | -3.5% | -18.9% | +15.5% | -2.4% |
| 3M | -19.4% | -58.4% | +39.0% | -15.8% |
| 6M | -21.4% | -30.3% | +8.9% | -21.1% |
| YTD | -7.1% | -8.1% | +1.0% | -8.7% |
| 1Y | +17.8% | +180.5% | -162.7% | +6.5% |
| 3Y | +78.8% | +444.1% | -365.4% | +46.4% |
| 5Y | +83.5% | +83.0% | +0.5% | +49.1% |
| All | +70.3% | +84.9% | -14.6% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling