+244.8%
NEE vs CHRW
+183.1%
+61.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.9% |
| 30D | -3.3% | +4.6% | -7.9% | -4.1% |
| 3M | -2.3% | -19.7% | +17.5% | +0.9% |
| 6M | -8.9% | -12.4% | +3.5% | -7.8% |
| YTD | +4.8% | -3.9% | +8.7% | +3.4% |
| 1Y | +18.7% | +18.4% | +0.3% | +11.8% |
| 3Y | +33.2% | +88.8% | -55.6% | +11.0% |
| 5Y | +10.9% | +93.5% | -82.7% | -9.7% |
| All | +244.8% | +183.1% | +61.7% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling