+104.1%
CHRW vs NTR
+103.6%
+0.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.4% |
| 7D | +1.9% | +3.8% | -1.9% | +1.2% |
| 30D | +0.9% | +25.2% | -24.3% | -3.4% |
| 3M | -19.9% | +21.0% | -40.9% | -22.9% |
| 6M | -15.8% | +7.6% | -23.4% | -17.6% |
| YTD | -5.6% | +32.9% | -38.4% | -11.5% |
| 1Y | +21.0% | +43.1% | -22.0% | +11.2% |
| 3Y | +86.0% | +41.6% | +44.4% | +68.8% |
| 5Y | +88.6% | +54.8% | +33.9% | +60.5% |
| All | +104.1% | +103.6% | +0.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling