+3,715.3%
CHRW vs NSC
+1,763.0%
+1,952.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -3.4% | -3.4% | 0.0% | -2.0% |
| 30D | -9.4% | +3.6% | -13.0% | -10.6% |
| 3M | -12.6% | -1.4% | -11.2% | -12.2% |
| 6M | -24.2% | +6.0% | -30.1% | -26.0% |
| YTD | -18.9% | +15.5% | -34.4% | -23.6% |
| 1Y | -13.7% | +16.2% | -29.9% | -18.9% |
| 3Y | +72.6% | +76.9% | -4.4% | +34.8% |
| 5Y | +55.6% | +29.3% | +26.2% | +36.1% |
| 10Y | +122.7% | +298.3% | -175.5% | +19.6% |
| All | +3,715.3% | +1,763.0% | +1,952.3% | +921.4% |
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