-11.1%
CHRW vs NYT
+16.5%
-27.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | +4.9% | -3.9% | +8.8% | +5.2% |
| 30D | -4.8% | +4.3% | -9.1% | -5.2% |
| 3M | -13.1% | -11.7% | -1.4% | -12.1% |
| 6M | -16.3% | -14.4% | -1.9% | -14.6% |
| YTD | -15.8% | -3.0% | -12.8% | -14.1% |
| 1Y | -11.1% | +16.5% | -27.7% | -7.2% |
| All | -11.1% | +16.5% | -27.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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