+178.3%
CHRW vs NTRA
+3,199.2%
-3,020.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +4.6% | +4.1% | +0.5% | +4.3% |
| 3M | -19.7% | +50.0% | -69.8% | -22.1% |
| 6M | -12.4% | +67.3% | -79.7% | -15.9% |
| YTD | -3.9% | +43.6% | -47.5% | -6.8% |
| 1Y | +18.4% | +89.2% | -70.9% | +12.6% |
| 3Y | +88.8% | +502.5% | -413.7% | +64.0% |
| 5Y | +93.5% | +173.8% | -80.2% | +71.4% |
| All | +178.3% | +3,199.2% | -3,020.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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