+88.4%
CHRW vs NVMI
+203.1%
-114.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +4.4% | +3.8% | +0.6% | +4.1% |
| 30D | +5.5% | -7.6% | +13.1% | +6.0% |
| 3M | -17.3% | -28.0% | +10.7% | -15.4% |
| 6M | -12.7% | -15.3% | +2.6% | -12.1% |
| YTD | -4.1% | +11.5% | -15.6% | -4.5% |
| 1Y | +21.2% | +31.6% | -10.4% | +19.7% |
| All | +88.4% | +203.1% | -114.7% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling