+86.0%
CHRW vs NTRA
+510.2%
-424.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +4.1% | +1.6% | +2.5% | +4.0% |
| 30D | +1.9% | +3.8% | -1.9% | +1.6% |
| 3M | -21.2% | +48.2% | -69.4% | -23.5% |
| 6M | -16.7% | +61.0% | -77.6% | -19.9% |
| YTD | -5.4% | +44.2% | -49.5% | -8.5% |
| 1Y | +21.2% | +87.3% | -66.1% | +15.2% |
| All | +86.0% | +510.2% | -424.2% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling