+1,176.2%
CHRW vs NDAQ
+2,628.3%
-1,452.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -9.4% | +15.9% | -25.2% | -12.7% |
| 3M | -13.3% | +15.1% | -28.4% | -16.4% |
| 6M | -24.2% | +22.9% | -47.0% | -28.4% |
| YTD | -18.9% | +12.8% | -31.7% | -22.0% |
| 1Y | -12.4% | +26.0% | -38.4% | -18.1% |
| 3Y | +72.2% | +119.7% | -47.5% | +39.4% |
| 5Y | +53.4% | +65.4% | -12.0% | +31.7% |
| 10Y | +127.0% | +469.3% | -342.3% | +41.9% |
| All | +1,176.2% | +2,628.3% | -1,452.1% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling