+77.2%
CHRW vs NVD
-99.1%
+176.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +3.5% | +10.8% | -7.4% | +3.8% |
| 30D | +4.6% | +0.8% | +3.8% | +4.7% |
| 3M | -19.7% | -20.8% | +1.1% | -20.0% |
| 6M | -12.4% | -41.2% | +28.7% | -13.2% |
| YTD | -3.9% | -44.2% | +40.3% | -4.9% |
| 1Y | +18.4% | -54.2% | +72.5% | +16.8% |
| 3Y | +88.8% | -99.1% | +188.0% | +86.1% |
| All | +77.2% | -99.1% | +176.3% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling