+178.3%
CHRW vs NTRS
+259.9%
-81.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | +3.5% | +1.4% | +2.1% | +3.0% |
| 30D | +4.6% | -0.7% | +5.2% | +4.8% |
| 3M | -19.7% | +11.3% | -31.0% | -22.7% |
| 6M | -12.4% | +35.5% | -47.9% | -20.9% |
| YTD | -3.9% | +40.6% | -44.5% | -14.3% |
| 1Y | +18.4% | +49.2% | -30.8% | +3.5% |
| 3Y | +88.8% | +167.2% | -78.4% | +35.1% |
| 5Y | +93.5% | +94.9% | -1.4% | +48.6% |
| All | +178.3% | +259.9% | -81.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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