+1,140.0%
CHRW vs NDAQ
+2,593.6%
-1,453.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.6% | +0.8% | -0.3% | +0.4% |
| 30D | -7.3% | +16.5% | -23.8% | -10.8% |
| 3M | -14.2% | +13.5% | -27.7% | -17.0% |
| 6M | -25.1% | +20.9% | -46.0% | -29.0% |
| YTD | -21.2% | +11.4% | -32.6% | -24.0% |
| 1Y | -14.2% | +25.9% | -40.1% | -19.7% |
| 3Y | +63.5% | +119.9% | -56.3% | +32.3% |
| 5Y | +49.6% | +61.7% | -12.2% | +29.1% |
| 10Y | +129.4% | +481.6% | -352.2% | +42.7% |
| All | +1,140.0% | +2,593.6% | -1,453.6% | +475.7% |
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 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