+17.3%
CHRW vs CNH
+29.2%
-11.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.2% |
| 7D | -1.8% | +23.3% | -25.1% | -4.1% |
| 30D | -3.9% | +33.5% | -37.3% | -7.2% |
| 3M | -19.7% | +32.7% | -52.5% | -22.6% |
| 6M | -21.7% | +22.2% | -43.9% | -23.6% |
| YTD | -7.5% | +57.7% | -65.2% | -12.1% |
| 1Y | +17.3% | +28.0% | -10.7% | +10.7% |
| All | +17.3% | +29.2% | -11.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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