+184.0%
CHRW vs CNH
+32.2%
+151.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 6M | -25.1% | +7.9% | -33.0% | -27.2% |
| YTD | -21.2% | +26.6% | -47.8% | -26.3% |
| 1Y | -14.2% | +13.8% | -27.9% | -18.0% |
| 3Y | +63.5% | +9.2% | +54.3% | +55.2% |
| 5Y | +49.6% | -15.6% | +65.2% | +46.8% |
| 10Y | +129.4% | +119.2% | +10.2% | +81.4% |
| All | +184.0% | +32.2% | +151.8% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling