+93.1%
CHRW vs NUE
+142.4%
-49.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | +4.4% | -2.7% | +7.0% | +4.9% |
| 30D | +5.5% | -6.1% | +11.6% | +6.7% |
| 3M | -17.3% | +2.2% | -19.5% | -17.9% |
| 6M | -12.7% | +50.8% | -63.4% | -20.2% |
| YTD | -4.1% | +57.5% | -61.7% | -13.1% |
| 1Y | +21.2% | +82.5% | -61.2% | +6.3% |
| 3Y | +88.9% | +61.7% | +27.2% | +65.4% |
| 5Y | +93.1% | +145.1% | -52.1% | +57.7% |
| All | +93.1% | +142.4% | -49.3% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling