+129.8%
CHRW vs NSC
+302.7%
-172.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +4.7% | +1.6% | +3.1% | +4.1% |
| 30D | -2.6% | +4.2% | -6.8% | -4.1% |
| 3M | -8.0% | -0.2% | -7.8% | -7.9% |
| 6M | -19.0% | +7.6% | -26.6% | -21.4% |
| YTD | -15.5% | +17.4% | -32.8% | -20.8% |
| 1Y | -10.8% | +18.3% | -29.1% | -16.7% |
| 3Y | +79.8% | +79.8% | 0.0% | +39.4% |
| 5Y | +59.3% | +34.3% | +24.9% | +37.1% |
| All | +129.8% | +302.7% | -172.9% | +33.5% |
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