+93.0%
CHRW vs NI
+95.2%
-2.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +4.1% | +1.3% | +2.8% | +3.7% |
| 30D | +1.9% | -0.3% | +2.2% | +2.0% |
| 3M | -21.2% | -9.5% | -11.7% | -19.3% |
| 6M | -16.7% | -10.2% | -6.4% | -14.6% |
| YTD | -5.4% | +1.8% | -7.1% | -6.4% |
| 1Y | +21.2% | +5.7% | +15.5% | +18.4% |
| 3Y | +86.5% | +69.6% | +16.8% | +56.2% |
| 5Y | +93.0% | +95.8% | -2.7% | +63.8% |
| All | +93.0% | +95.2% | -2.1% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling