+177.7%
CHRW vs NVS
+180.2%
-2.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | -15.7% | +20.1% | +8.5% |
| 30D | +5.5% | -11.1% | +16.6% | +7.9% |
| 3M | -17.3% | -7.2% | -10.1% | -16.5% |
| 6M | -12.7% | -12.3% | -0.3% | -10.5% |
| YTD | -4.1% | +2.8% | -6.9% | -6.4% |
| 1Y | +21.2% | +11.9% | +9.3% | +15.2% |
| 3Y | +88.9% | +55.1% | +33.8% | +60.2% |
| 5Y | +93.1% | +94.1% | -1.0% | +49.6% |
| All | +177.7% | +180.2% | -2.5% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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