+48.6%
CHRW vs CNH
-14.7%
+63.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.9% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -7.3% | -7.2% | -0.1% | -6.0% |
| 3M | -14.2% | +6.5% | -20.7% | -16.1% |
| 6M | -25.1% | +7.9% | -33.0% | -27.4% |
| YTD | -21.2% | +26.6% | -47.8% | -26.9% |
| 1Y | -14.2% | +13.8% | -27.9% | -18.4% |
| 3Y | +63.5% | +9.2% | +54.3% | +54.9% |
| All | +48.6% | -14.7% | +63.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling