-11.1%
CHRW vs NVD
-27.4%
+16.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.2% | +0.5% |
| 7D | +4.9% | +15.0% | -10.1% | +5.5% |
| 30D | -4.8% | +39.3% | -44.1% | -3.5% |
| 3M | -13.1% | +3.1% | -16.3% | -13.2% |
| 6M | -16.3% | -19.0% | +2.6% | -17.6% |
| YTD | -15.8% | -35.5% | +19.7% | -18.5% |
| 1Y | -11.1% | -30.2% | +19.1% | -12.3% |
| All | -11.1% | -27.4% | +16.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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