+88.4%
CHRW vs NTR
+37.3%
+51.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | +4.4% | -2.5% | +6.8% | +4.5% |
| 30D | +5.5% | +17.0% | -11.5% | +4.3% |
| 3M | -17.3% | +22.2% | -39.4% | -18.5% |
| 6M | -12.7% | +5.2% | -17.8% | -13.3% |
| YTD | -4.1% | +29.7% | -33.8% | -6.5% |
| 1Y | +21.2% | +39.4% | -18.2% | +17.2% |
| All | +88.4% | +37.3% | +51.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling