+70.7%
NEE vs CHRW
+80.1%
-9.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +7.3% | -9.4% | -2.6% |
| 30D | +8.6% | -3.6% | +12.2% | +8.8% |
| 3M | -0.3% | -9.6% | +9.3% | +0.3% |
| 6M | -8.9% | -17.0% | +8.1% | -8.2% |
| YTD | +8.3% | -15.4% | +23.8% | +8.1% |
| 1Y | +4.3% | -10.0% | +14.2% | +3.2% |
| 3Y | +70.7% | +82.2% | -11.4% | +43.9% |
| All | +70.7% | +80.1% | -9.4% | +43.9% |
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