+92.0%
CHRW vs NTR
+45.7%
+46.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.6% |
| 30D | +4.6% | +16.8% | -12.2% | +2.3% |
| 3M | -19.7% | +20.7% | -40.5% | -21.9% |
| 6M | -12.4% | +0.5% | -12.9% | -12.9% |
| YTD | -3.9% | +29.2% | -33.1% | -8.0% |
| 1Y | +18.4% | +39.6% | -21.2% | +11.6% |
| 3Y | +88.8% | +37.9% | +51.0% | +76.5% |
| All | +92.0% | +45.7% | +46.3% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling