+4,266.9%
CHRW vs NOC
+1,631.9%
+2,635.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.9% |
| 7D | -1.4% | -5.2% | +3.8% | +0.2% |
| 30D | -3.5% | -7.2% | +3.7% | -1.3% |
| 3M | -19.4% | -5.1% | -14.3% | -18.5% |
| 6M | -21.4% | -31.1% | +9.7% | -12.2% |
| YTD | -7.1% | -8.6% | +1.5% | -5.6% |
| 1Y | +17.8% | -9.7% | +27.5% | +19.8% |
| 3Y | +78.8% | +24.3% | +54.5% | +60.3% |
| 5Y | +83.5% | +52.6% | +30.9% | +49.8% |
| 10Y | +160.2% | +183.6% | -23.4% | +64.7% |
| All | +4,266.9% | +1,631.9% | +2,635.0% | +1,352.0% |
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