+127.0%
CHRW vs CNH
+134.0%
-7.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +0.6% |
| 7D | +0.2% | +8.6% | -8.3% | -1.6% |
| 30D | -9.4% | +12.6% | -21.9% | -11.8% |
| 3M | -13.3% | +17.5% | -30.8% | -17.0% |
| 6M | -24.2% | +18.1% | -42.3% | -27.9% |
| YTD | -18.9% | +40.4% | -59.3% | -26.3% |
| 1Y | -12.4% | +34.0% | -46.4% | -19.6% |
| 3Y | +72.2% | +35.3% | +36.9% | +55.2% |
| 5Y | +53.4% | -5.1% | +58.5% | +46.3% |
| 10Y | +127.0% | +124.0% | +2.9% | +78.5% |
| All | +127.0% | +134.0% | -7.0% | +78.5% |
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