+2,200.3%
CHRW vs NVMI
+1,967.2%
+233.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.8% |
| 7D | -1.4% | +6.6% | -8.0% | -1.8% |
| 30D | -3.5% | -7.5% | +4.1% | -3.1% |
| 3M | -19.4% | -28.5% | +9.1% | -18.0% |
| 6M | -21.4% | -15.7% | -5.6% | -21.0% |
| YTD | -7.1% | +13.3% | -20.4% | -8.4% |
| 1Y | +17.8% | +48.3% | -30.5% | +14.2% |
| 3Y | +78.8% | +191.2% | -112.5% | +64.1% |
| 5Y | +83.5% | +268.7% | -185.1% | +64.9% |
| 10Y | +160.2% | +3,034.8% | -2,874.6% | +108.0% |
| All | +2,200.3% | +1,967.2% | +233.1% | +1,521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling