+129.9%
CHRW vs NI
+197.8%
-67.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +7.3% | +4.3% | +3.0% | +6.3% |
| 30D | -3.6% | +12.4% | -15.9% | -6.1% |
| 3M | -9.6% | +10.2% | -19.8% | -11.6% |
| 6M | -17.0% | -0.8% | -16.2% | -17.0% |
| YTD | -15.4% | +13.2% | -28.7% | -18.2% |
| 1Y | -10.0% | +10.1% | -20.1% | -12.4% |
| 3Y | +82.2% | +103.1% | -20.9% | +51.4% |
| 5Y | +59.4% | +115.5% | -56.2% | +30.1% |
| All | +129.9% | +197.8% | -67.9% | +77.2% |
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