+3,715.3%
CHRW vs NOC
+1,712.9%
+2,002.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.1% |
| 7D | +0.2% | -2.9% | +3.1% | +1.1% |
| 30D | -9.4% | +12.1% | -21.5% | -12.7% |
| 3M | -13.3% | -5.3% | -8.0% | -12.1% |
| 6M | -24.2% | -1.0% | -23.1% | -24.5% |
| YTD | -18.9% | -4.3% | -14.6% | -18.9% |
| 1Y | -12.4% | -3.6% | -8.7% | -12.8% |
| 3Y | +72.2% | +22.9% | +49.3% | +55.3% |
| 5Y | +53.4% | +60.4% | -7.0% | +23.2% |
| 10Y | +127.0% | +161.3% | -34.3% | +47.9% |
| All | +3,715.3% | +1,712.9% | +2,002.3% | +1,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling