+174.5%
CHRW vs NDAQ
+374.8%
-200.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.1% | -1.6% | +5.6% | +4.5% |
| 30D | +1.9% | -1.5% | +3.4% | +2.3% |
| 3M | -21.2% | +8.0% | -29.2% | -23.5% |
| 6M | -16.7% | +7.7% | -24.4% | -19.2% |
| YTD | -5.4% | -2.3% | -3.0% | -5.6% |
| 1Y | +21.2% | +0.6% | +20.6% | +19.4% |
| 3Y | +86.5% | +90.9% | -4.5% | +47.2% |
| 5Y | +93.0% | +52.5% | +40.6% | +61.8% |
| 10Y | +174.5% | +380.3% | -205.8% | +50.1% |
| All | +174.5% | +374.8% | -200.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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