+164.3%
CHRW vs CNH
+165.6%
-1.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -3.0% | +0.2% |
| 7D | -1.4% | +23.3% | -24.7% | -6.0% |
| 30D | -3.5% | +33.5% | -36.9% | -9.9% |
| 3M | -19.4% | +32.7% | -52.1% | -24.8% |
| 6M | -21.4% | +22.2% | -43.5% | -25.7% |
| YTD | -7.1% | +57.7% | -64.8% | -17.4% |
| 1Y | +17.8% | +28.0% | -10.2% | +9.6% |
| 3Y | +78.8% | +11.5% | +67.2% | +68.9% |
| 5Y | +83.5% | +11.9% | +71.7% | +69.3% |
| All | +164.3% | +165.6% | -1.3% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling