+82.1%
CHRW vs NI
+101.6%
-19.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.7% | +3.1% | +1.7% | +4.2% |
| 30D | -2.6% | +11.2% | -13.8% | -4.4% |
| 3M | -8.0% | +9.8% | -17.8% | -9.5% |
| 6M | -19.0% | -1.6% | -17.4% | -18.7% |
| YTD | -15.5% | +12.6% | -28.1% | -17.9% |
| 1Y | -10.8% | +7.8% | -18.6% | -12.5% |
| All | +82.1% | +101.6% | -19.6% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling