+212.6%
CHRW vs NTRA
+1,700.8%
-1,488.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +1.9% | +1.1% | +0.9% | +1.9% |
| 30D | +0.9% | +0.6% | +0.3% | +0.9% |
| 3M | -19.9% | +51.8% | -71.7% | -22.0% |
| 6M | -15.8% | +63.6% | -79.4% | -18.5% |
| YTD | -5.6% | +41.5% | -47.1% | -8.0% |
| 1Y | +21.0% | +93.6% | -72.6% | +15.8% |
| 3Y | +86.0% | +498.0% | -412.0% | +65.3% |
| 5Y | +88.6% | +172.5% | -83.8% | +69.9% |
| 10Y | +169.3% | +2,960.8% | -2,791.5% | +115.5% |
| All | +212.6% | +1,700.8% | -1,488.2% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling