+86.0%
CHRW vs NVD
-99.2%
+185.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.8% |
| 7D | +1.9% | -7.7% | +9.6% | +1.7% |
| 30D | +0.9% | -5.8% | +6.7% | +0.9% |
| 3M | -19.9% | -23.2% | +3.3% | -20.2% |
| 6M | -15.8% | -49.7% | +33.9% | -16.9% |
| YTD | -5.6% | -47.7% | +42.1% | -6.6% |
| 1Y | +21.0% | -61.3% | +82.4% | +19.0% |
| 3Y | +86.0% | -99.2% | +185.2% | +88.9% |
| All | +86.0% | -99.2% | +185.2% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling