+21.2%
CHRW vs NVT
+66.6%
-45.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +4.4% | +2.0% | +2.3% | +4.2% |
| 30D | +5.5% | -7.2% | +12.7% | +5.8% |
| 3M | -17.3% | -0.9% | -16.4% | -16.2% |
| 6M | -12.7% | +42.6% | -55.2% | -16.6% |
| YTD | -4.1% | +52.9% | -57.0% | -9.2% |
| 1Y | +21.2% | +64.5% | -43.2% | +15.2% |
| All | +21.2% | +66.6% | -45.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling