+4,266.9%
CHRW vs NI
+1,475.1%
+2,791.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | -3.5% | -3.5% | +0.1% | -2.4% |
| 3M | -19.4% | -9.1% | -10.3% | -17.2% |
| 6M | -21.4% | -11.8% | -9.5% | -18.5% |
| YTD | -7.1% | +1.1% | -8.2% | -7.9% |
| 1Y | +17.8% | +6.7% | +11.1% | +14.7% |
| 3Y | +78.8% | +71.1% | +7.7% | +48.5% |
| 5Y | +83.5% | +94.3% | -10.8% | +45.1% |
| 10Y | +160.2% | +135.8% | +24.5% | +84.0% |
| All | +4,266.9% | +1,475.1% | +2,791.8% | +1,671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling