+479.4%
NBIS vs CHRW
+27.2%
+452.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -9.9% |
| 7D | -10.5% | +7.3% | -17.8% | -11.0% |
| 30D | -37.7% | -3.6% | -34.1% | -37.6% |
| 3M | -54.6% | -9.6% | -45.0% | -54.3% |
| 6M | -44.1% | -17.0% | -27.1% | -44.1% |
| YTD | +38.4% | -15.4% | +53.9% | +32.3% |
| 1Y | +30.7% | -10.0% | +40.7% | +22.2% |
| All | +479.4% | +27.2% | +452.2% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling