+122.7%
CHRW vs NDAQ
+472.5%
-349.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -3.4% | +2.9% | -6.2% | -4.2% |
| 30D | -9.4% | +17.5% | -26.8% | -13.8% |
| 3M | -12.6% | +15.4% | -28.1% | -16.7% |
| 6M | -24.2% | +24.6% | -48.8% | -29.8% |
| YTD | -18.9% | +14.4% | -33.3% | -23.2% |
| 1Y | -13.7% | +26.9% | -40.6% | -21.0% |
| 3Y | +72.6% | +119.8% | -47.2% | +30.6% |
| 5Y | +55.6% | +70.5% | -14.9% | +26.1% |
| 10Y | +122.7% | +475.8% | -353.0% | +17.7% |
| All | +122.7% | +472.5% | -349.7% | +17.7% |
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