-25.1%
CHRW vs NXT
-16.0%
-9.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.7% | -2.6% |
| 7D | +0.6% | +32.2% | -31.7% | -0.6% |
| 30D | -7.3% | +21.9% | -29.2% | -8.2% |
| 3M | -14.2% | +6.6% | -20.8% | -15.1% |
| 6M | -25.1% | -16.8% | -8.3% | -25.3% |
| All | -25.1% | -16.0% | -9.1% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling