+76.7%
CHRW vs NVT
+488.5%
-411.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +7.3% | +8.0% | -0.7% | +5.8% |
| 30D | -3.6% | -24.8% | +21.2% | +0.7% |
| 3M | -9.6% | -32.4% | +22.8% | -4.1% |
| 6M | -17.0% | -33.5% | +16.5% | -12.2% |
| YTD | -15.4% | +13.2% | -28.6% | -20.7% |
| 1Y | -10.0% | +9.0% | -19.0% | -15.1% |
| 3Y | +82.2% | +129.4% | -47.2% | +38.5% |
| 5Y | +59.4% | +230.1% | -170.7% | +8.3% |
| All | +76.7% | +488.5% | -411.7% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling