+88.6%
CHRW vs NOC
+56.8%
+31.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +0.9% | -8.9% | +9.8% | +2.2% |
| 3M | -19.9% | -3.7% | -16.2% | -19.6% |
| 6M | -15.8% | -30.8% | +15.0% | -11.1% |
| YTD | -5.6% | -7.9% | +2.4% | -4.9% |
| 1Y | +21.0% | -9.4% | +30.5% | +22.1% |
| 3Y | +86.0% | +29.0% | +57.1% | +73.6% |
| 5Y | +88.6% | +56.1% | +32.6% | +63.7% |
| All | +88.6% | +56.8% | +31.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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