+178.3%
CHRW vs NVMI
+3,158.6%
-2,980.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | 0.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +4.6% | -8.4% | +13.0% | +5.6% |
| 3M | -19.7% | -33.6% | +13.8% | -15.9% |
| 6M | -12.4% | -14.7% | +2.3% | -11.8% |
| YTD | -3.9% | +13.2% | -17.1% | -6.8% |
| 1Y | +18.4% | +29.0% | -10.6% | +12.3% |
| 3Y | +88.8% | +215.0% | -126.1% | +49.3% |
| 5Y | +93.5% | +268.6% | -175.0% | +44.8% |
| All | +178.3% | +3,158.6% | -2,980.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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