+81.2%
CHRW vs CNH
+35.8%
+45.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | -0.1% | +6.7% | -6.7% | -1.4% |
| 30D | -4.3% | +7.2% | -11.5% | -5.7% |
| 3M | -7.4% | +17.5% | -24.9% | -11.2% |
| 6M | -20.7% | +15.0% | -35.7% | -23.9% |
| YTD | -15.9% | +36.8% | -52.6% | -23.0% |
| 1Y | -9.9% | +27.6% | -37.5% | -16.2% |
| All | +81.2% | +35.8% | +45.4% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling