+178.3%
CHRW vs NUE
+599.8%
-421.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +4.6% | -4.6% | +9.1% | +5.6% |
| 3M | -19.7% | -0.3% | -19.4% | -20.0% |
| 6M | -12.4% | +51.9% | -64.3% | -21.3% |
| YTD | -3.9% | +60.0% | -63.9% | -14.6% |
| 1Y | +18.4% | +82.9% | -64.5% | +1.5% |
| 3Y | +88.8% | +66.0% | +22.9% | +61.4% |
| 5Y | +93.5% | +149.0% | -55.4% | +44.1% |
| All | +178.3% | +599.8% | -421.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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