+2,777.0%
CHRW vs PLUG
-98.6%
+2,875.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -3.5% | +3.3% | -6.8% | -3.7% |
| 3M | -19.4% | -39.7% | +20.3% | -17.3% |
| 6M | -21.4% | -12.5% | -8.9% | -21.5% |
| YTD | -7.1% | +10.2% | -17.3% | -8.9% |
| 1Y | +17.8% | +50.7% | -32.9% | +12.1% |
| 3Y | +78.8% | -74.5% | +153.3% | +77.0% |
| 5Y | +83.5% | -91.8% | +175.3% | +88.6% |
| 10Y | +160.2% | +43.7% | +116.5% | +107.4% |
| All | +2,777.0% | -98.6% | +2,875.6% | +2,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling