+1,360.8%
CHRW vs NDAQ
+2,327.9%
-967.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.8% |
| 30D | -3.5% | +2.5% | -5.9% | -4.1% |
| 3M | -19.4% | +9.9% | -29.3% | -21.6% |
| 6M | -21.4% | +9.4% | -30.8% | -23.5% |
| YTD | -7.1% | +0.4% | -7.6% | -7.9% |
| 1Y | +17.8% | +4.0% | +13.8% | +15.7% |
| 3Y | +78.8% | +94.4% | -15.6% | +49.3% |
| 5Y | +83.5% | +56.7% | +26.8% | +60.0% |
| 10Y | +160.2% | +375.3% | -215.1% | +70.4% |
| All | +1,360.8% | +2,327.9% | -967.1% | +597.6% |
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