+44.1%
CHRW vs NXT
+208.8%
-164.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +0.7% |
| 7D | +4.7% | -6.0% | +10.7% | +4.9% |
| 30D | -2.6% | +5.4% | -8.0% | -2.8% |
| 3M | -8.0% | -9.7% | +1.7% | -7.9% |
| 6M | -19.0% | -25.3% | +6.3% | -18.8% |
| YTD | -15.5% | +7.5% | -22.9% | -15.7% |
| 1Y | -10.8% | -3.0% | -7.8% | -11.1% |
| 3Y | +79.8% | +171.4% | -91.6% | +72.1% |
| All | +44.1% | +208.8% | -164.7% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling