+82.2%
CHRW vs NUE
+72.4%
+9.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.5% | +0.6% |
| 7D | +7.3% | +2.8% | +4.5% | +6.8% |
| 30D | -3.6% | -2.1% | -1.5% | -3.3% |
| 3M | -9.6% | -7.3% | -2.3% | -8.6% |
| 6M | -17.0% | +8.9% | -25.9% | -18.8% |
| YTD | -15.4% | +55.6% | -71.0% | -22.8% |
| 1Y | -10.0% | +74.7% | -84.7% | -19.5% |
| 3Y | +82.2% | +71.7% | +10.5% | +57.2% |
| All | +82.2% | +72.4% | +9.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling