+93.1%
CHRW vs NTRA
+171.1%
-78.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +4.4% | -0.5% | +4.8% | +4.4% |
| 30D | +5.5% | +4.3% | +1.2% | +5.2% |
| 3M | -17.3% | +50.6% | -67.9% | -19.8% |
| 6M | -12.7% | +63.9% | -76.6% | -16.1% |
| YTD | -4.1% | +42.4% | -46.5% | -7.1% |
| 1Y | +21.2% | +92.1% | -70.8% | +15.0% |
| 3Y | +88.9% | +501.7% | -412.8% | +63.3% |
| 5Y | +93.1% | +171.4% | -78.4% | +63.1% |
| All | +93.1% | +171.1% | -78.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling