-12.7%
CHRW vs NLY
+5.6%
-18.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.9% |
| 7D | +4.4% | -3.6% | +8.0% | +5.3% |
| 30D | +5.5% | -4.9% | +10.4% | +6.8% |
| 3M | -17.3% | +6.2% | -23.5% | -20.5% |
| 6M | -12.7% | +4.5% | -17.1% | -16.0% |
| All | -12.7% | +5.6% | -18.3% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling