+74.5%
CHRW vs NVD
-99.2%
+173.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.3% |
| 7D | +4.1% | +0.5% | +3.5% | +4.1% |
| 30D | +1.9% | -9.3% | +11.2% | +1.7% |
| 3M | -21.2% | -22.1% | +0.9% | -21.5% |
| 6M | -16.7% | -45.8% | +29.1% | -17.6% |
| YTD | -5.4% | -46.7% | +41.3% | -6.4% |
| 1Y | +21.2% | -59.5% | +80.6% | +19.2% |
| 3Y | +86.5% | -99.2% | +185.6% | +83.7% |
| All | +74.5% | -99.2% | +173.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling