-21.4%
CHRW vs CNH
+21.0%
-42.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -3.0% | +0.7% |
| 7D | -1.4% | +23.3% | -24.7% | -3.7% |
| 30D | -3.5% | +33.5% | -36.9% | -6.9% |
| 3M | -19.4% | +32.7% | -52.1% | -22.4% |
| 6M | -21.4% | +22.2% | -43.5% | -22.3% |
| All | -21.4% | +21.0% | -42.3% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling