+17.3%
CHRW vs NXT
+26.2%
-8.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.8% |
| 30D | -3.9% | -15.3% | +11.5% | -3.1% |
| 3M | -19.7% | -43.8% | +24.0% | -17.8% |
| 6M | -21.7% | -18.7% | -3.1% | -21.8% |
| YTD | -7.5% | -3.0% | -4.5% | -6.9% |
| 1Y | +17.3% | +22.7% | -5.4% | +18.4% |
| All | +17.3% | +26.2% | -8.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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