+107.7%
CHRW vs NTR
+97.9%
+9.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | +4.6% | +16.8% | -12.2% | +1.4% |
| 3M | -19.7% | +20.7% | -40.5% | -22.7% |
| 6M | -12.4% | +0.5% | -12.9% | -13.1% |
| YTD | -3.9% | +29.2% | -33.1% | -9.5% |
| 1Y | +18.4% | +39.6% | -21.2% | +9.2% |
| 3Y | +88.8% | +37.9% | +51.0% | +72.2% |
| 5Y | +93.5% | +47.1% | +46.5% | +66.6% |
| All | +107.7% | +97.9% | +9.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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