+3,877.1%
CHRW vs NVS
+959.2%
+2,917.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.3% | -1.3% | +8.5% | +7.7% |
| 30D | -3.6% | +9.3% | -12.9% | -6.5% |
| 3M | -9.6% | +5.8% | -15.4% | -12.2% |
| 6M | -17.0% | +7.2% | -24.2% | -20.0% |
| YTD | -15.4% | +20.0% | -35.4% | -22.0% |
| 1Y | -10.0% | +25.4% | -35.4% | -18.3% |
| 3Y | +82.2% | +89.2% | -7.1% | +40.1% |
| 5Y | +59.4% | +134.6% | -75.3% | +11.7% |
| 10Y | +129.7% | +251.4% | -121.6% | +35.1% |
| All | +3,877.1% | +959.2% | +2,917.9% | +1,317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling