+93.1%
CHRW vs NVS
+92.5%
+0.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | -15.7% | +20.1% | +6.8% |
| 30D | +5.5% | -11.1% | +16.6% | +6.9% |
| 3M | -17.3% | -7.2% | -10.1% | -17.0% |
| 6M | -12.7% | -12.3% | -0.3% | -11.4% |
| YTD | -4.1% | +2.8% | -6.9% | -6.1% |
| 1Y | +21.2% | +11.9% | +9.3% | +16.4% |
| 3Y | +88.9% | +55.1% | +33.8% | +66.3% |
| 5Y | +93.1% | +94.1% | -1.0% | +59.2% |
| All | +93.1% | +92.5% | +0.6% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling