+178.3%
CHRW vs NLY
+81.8%
+96.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.5% | -4.0% | +7.5% | +4.4% |
| 30D | +4.6% | -5.2% | +9.8% | +5.8% |
| 3M | -19.7% | +2.8% | -22.5% | -20.4% |
| 6M | -12.4% | +4.2% | -16.6% | -13.4% |
| YTD | -3.9% | +4.7% | -8.6% | -5.2% |
| 1Y | +18.4% | +12.7% | +5.6% | +14.8% |
| 3Y | +88.8% | +62.5% | +26.3% | +68.3% |
| 5Y | +93.5% | +26.3% | +67.2% | +78.5% |
| All | +178.3% | +81.8% | +96.5% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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