+3,875.0%
CHRW vs NSC
+1,793.1%
+2,081.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3Y | +79.8% | +79.8% | 0.0% | +39.6% |
| 5Y | +59.3% | +34.3% | +24.9% | +37.4% |
| 10Y | +129.6% | +303.1% | -173.5% | +22.7% |
| All | +3,875.0% | +1,793.1% | +2,081.9% | +957.6% |
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