+4,350.0%
CHRW vs NYT
+248.5%
+4,101.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | +4.1% | -1.6% | +5.7% | +4.4% |
| 30D | +1.9% | +2.8% | -0.9% | +1.2% |
| 3M | -21.2% | -9.2% | -11.9% | -19.8% |
| 6M | -16.7% | -17.1% | +0.4% | -13.6% |
| YTD | -5.4% | -3.2% | -2.1% | -5.5% |
| 1Y | +21.2% | +15.7% | +5.5% | +16.0% |
| 3Y | +86.5% | +55.7% | +30.7% | +64.7% |
| 5Y | +93.0% | +39.4% | +53.7% | +71.1% |
| 10Y | +174.5% | +485.6% | -311.1% | +63.9% |
| All | +4,350.0% | +248.5% | +4,101.5% | +2,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling