+59.3%
CHRW vs NI
+114.7%
-55.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.7% | +3.1% | +1.7% | +4.0% |
| 30D | -2.6% | +11.2% | -13.8% | -5.1% |
| 3M | -8.0% | +9.8% | -17.8% | -10.1% |
| 6M | -19.0% | -1.6% | -17.4% | -18.8% |
| YTD | -15.5% | +12.6% | -28.1% | -18.5% |
| 1Y | -10.8% | +7.8% | -18.6% | -13.0% |
| 3Y | +79.8% | +100.5% | -20.7% | +42.7% |
| 5Y | +59.3% | +114.4% | -55.1% | +25.3% |
| All | +59.3% | +114.7% | -55.4% | +25.3% |
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 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