-11.1%
CHRW vs PLUG
-44.1%
+32.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | +4.9% | +2.8% | +2.1% | +4.7% |
| 30D | -4.8% | -22.8% | +17.9% | -3.9% |
| 3M | -13.1% | -32.4% | +19.3% | -12.0% |
| 6M | -16.3% | -53.4% | +37.0% | -14.2% |
| YTD | -15.8% | -25.9% | +10.1% | -19.7% |
| 1Y | -11.1% | -42.1% | +30.9% | -14.1% |
| All | -11.1% | -44.1% | +32.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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