+15.2%
NEE vs CHRW
+60.9%
-45.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +9.5% | -4.3% | +13.8% | +10.0% |
| 3M | +1.0% | -7.4% | +8.5% | +1.7% |
| 6M | -8.0% | -20.7% | +12.7% | -6.2% |
| YTD | +9.4% | -15.9% | +25.3% | +9.6% |
| 1Y | +3.1% | -9.9% | +13.0% | +2.1% |
| 3Y | +70.5% | +79.0% | -8.5% | +44.8% |
| 5Y | +15.2% | +61.3% | -46.1% | +1.2% |
| All | +15.2% | +60.9% | -45.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling