+122.7%
CHRW vs PLUG
+9.2%
+113.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | +0.5% |
| 7D | -3.4% | -3.2% | -0.2% | -3.3% |
| 30D | -9.4% | -18.7% | +9.4% | -8.4% |
| 3M | -12.6% | -35.3% | +22.7% | -10.8% |
| 6M | -24.2% | -56.2% | +32.1% | -21.3% |
| YTD | -18.9% | -30.7% | +11.8% | -18.6% |
| 1Y | -13.7% | -46.7% | +33.0% | -12.3% |
| 3Y | +72.6% | -61.3% | +133.9% | +67.1% |
| 5Y | +55.6% | -96.6% | +152.2% | +69.1% |
| 10Y | +122.7% | +1.1% | +121.6% | +93.9% |
| All | +122.7% | +9.2% | +113.5% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling