+92.0%
CHRW vs NYT
+38.8%
+53.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +4.6% | +4.6% | 0.0% | +3.6% |
| 3M | -19.7% | -9.6% | -10.1% | -18.3% |
| 6M | -12.4% | -14.0% | +1.6% | -10.1% |
| YTD | -3.9% | -2.8% | -1.1% | -4.2% |
| 1Y | +18.4% | +15.6% | +2.8% | +13.3% |
| 3Y | +88.8% | +56.3% | +32.5% | +66.2% |
| All | +92.0% | +38.8% | +53.2% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling