+4,339.7%
CHRW vs NUE
+3,676.8%
+662.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +1.9% | +1.8% | +0.2% | +1.4% |
| 30D | +0.9% | -6.0% | +6.9% | +2.4% |
| 3M | -19.9% | +1.4% | -21.3% | -20.6% |
| 6M | -15.8% | +52.8% | -68.6% | -25.6% |
| YTD | -5.6% | +58.1% | -63.7% | -17.3% |
| 1Y | +21.0% | +80.4% | -59.4% | +1.8% |
| 3Y | +86.0% | +62.3% | +23.8% | +56.5% |
| 5Y | +88.6% | +146.2% | -57.6% | +35.5% |
| 10Y | +169.3% | +549.5% | -380.2% | +37.7% |
| All | +4,339.7% | +3,676.8% | +662.8% | +1,225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling