+18.1%
CHRW vs NUE
+82.6%
-64.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | +4.4% | -2.7% | +7.0% | +4.7% |
| 30D | +5.5% | -6.1% | +11.6% | +6.2% |
| 3M | -17.3% | +2.2% | -19.5% | -17.3% |
| 6M | -12.7% | +50.8% | -63.4% | -19.6% |
| YTD | -4.1% | +57.5% | -61.7% | -10.1% |
| All | +18.1% | +82.6% | -64.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling