+4,266.9%
CHRW vs NSC
+1,764.0%
+2,502.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.4% | -5.5% | +4.1% | +0.8% |
| 30D | -3.5% | -3.2% | -0.3% | -2.3% |
| 3M | -19.4% | +7.7% | -27.1% | -21.7% |
| 6M | -21.4% | +4.5% | -25.9% | -23.0% |
| YTD | -7.1% | +15.6% | -22.7% | -12.5% |
| 1Y | +17.8% | +19.8% | -2.0% | +9.4% |
| 3Y | +78.8% | +70.1% | +8.7% | +41.6% |
| 5Y | +83.5% | +46.1% | +37.4% | +53.1% |
| 10Y | +160.2% | +328.1% | -167.8% | +35.7% |
| All | +4,266.9% | +1,764.0% | +2,502.9% | +1,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling