+3,875.0%
CHRW vs NOC
+1,746.8%
+2,128.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.7% | +4.5% | +0.2% | +3.3% |
| 30D | -2.6% | +14.1% | -16.7% | -6.7% |
| 3M | -8.0% | -4.5% | -3.5% | -7.0% |
| 6M | -19.0% | -0.8% | -18.2% | -19.5% |
| YTD | -15.5% | -2.5% | -12.9% | -16.0% |
| 1Y | -10.8% | -0.1% | -10.7% | -12.2% |
| 3Y | +79.8% | +24.6% | +55.2% | +61.5% |
| 5Y | +59.3% | +65.6% | -6.3% | +26.7% |
| 10Y | +129.6% | +160.5% | -30.9% | +49.9% |
| All | +3,875.0% | +1,746.8% | +2,128.2% | +1,192.2% |
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