+177.7%
CHRW vs NI
+143.3%
+34.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +4.4% | -0.6% | +4.9% | +4.5% |
| 30D | +5.5% | -1.4% | +6.9% | +5.8% |
| 3M | -17.3% | -10.6% | -6.7% | -15.2% |
| 6M | -12.7% | -9.9% | -2.8% | -10.8% |
| YTD | -4.1% | +1.2% | -5.3% | -4.8% |
| 1Y | +21.2% | +4.4% | +16.8% | +19.4% |
| 3Y | +88.9% | +68.6% | +20.3% | +64.4% |
| 5Y | +93.1% | +98.0% | -4.9% | +61.4% |
| All | +177.7% | +143.3% | +34.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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