+59.3%
CHRW vs NVT
+233.5%
-174.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | +4.7% | +17.4% | -12.7% | +2.4% |
| 30D | -2.6% | -28.4% | +25.8% | +1.4% |
| 3M | -8.0% | -32.4% | +24.4% | -3.7% |
| 6M | -19.0% | -32.2% | +13.1% | -15.4% |
| YTD | -15.5% | +14.0% | -29.5% | -20.4% |
| 1Y | -10.8% | +4.3% | -15.1% | -14.8% |
| 3Y | +79.8% | +131.7% | -51.9% | +34.9% |
| 5Y | +59.3% | +232.4% | -173.1% | +1.8% |
| All | +59.3% | +233.5% | -174.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling