+123.6%
CHRW vs PLUG
+6.6%
+117.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.4% | -9.7% | -2.7% |
| 7D | +0.6% | +5.8% | -5.3% | +0.2% |
| 30D | -7.3% | -18.5% | +11.3% | -6.3% |
| 3M | -14.2% | -30.0% | +15.8% | -12.7% |
| 6M | -25.1% | -56.2% | +31.1% | -22.3% |
| YTD | -21.2% | -26.4% | +5.2% | -21.1% |
| 1Y | -14.2% | -42.2% | +28.1% | -13.1% |
| 3Y | +63.5% | -76.8% | +140.4% | +62.9% |
| 5Y | +49.6% | -96.2% | +145.8% | +61.8% |
| All | +123.6% | +6.6% | +117.0% | +93.5% |
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