+178.3%
CHRW vs NSC
+332.1%
-153.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | +3.5% | -2.8% | +6.3% | +4.6% |
| 30D | +4.6% | -4.5% | +9.1% | +6.4% |
| 3M | -19.7% | +3.5% | -23.3% | -20.9% |
| 6M | -12.4% | +8.5% | -20.9% | -15.5% |
| YTD | -3.9% | +12.3% | -16.2% | -8.5% |
| 1Y | +18.4% | +18.9% | -0.6% | +10.3% |
| 3Y | +88.8% | +74.1% | +14.7% | +47.9% |
| 5Y | +93.5% | +43.9% | +49.6% | +62.4% |
| All | +178.3% | +332.1% | -153.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling