+61.3%
CHRW vs PLUG
-96.6%
+158.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -0.1% | -6.8% | +6.8% | +0.3% |
| 30D | -4.3% | -16.0% | +11.8% | -3.5% |
| 3M | -7.4% | -38.7% | +31.3% | -5.1% |
| 6M | -20.7% | -61.4% | +40.7% | -17.0% |
| YTD | -15.9% | -31.0% | +15.1% | -15.7% |
| 1Y | -9.9% | -46.2% | +36.4% | -8.6% |
| 3Y | +79.0% | -61.5% | +140.4% | +71.6% |
| 5Y | +61.3% | -96.9% | +158.2% | +88.1% |
| All | +61.3% | -96.6% | +158.0% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling