+10.9%
NEE vs CHRW
+90.3%
-79.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +1.1% | +1.9% | -0.9% | +0.8% |
| 30D | -0.2% | +0.9% | -1.2% | -0.4% |
| 3M | +0.5% | -19.9% | +20.4% | +2.9% |
| 6M | -6.5% | -15.8% | +9.3% | -5.2% |
| YTD | +6.7% | -5.6% | +12.3% | +5.6% |
| 1Y | +23.6% | +21.0% | +2.6% | +16.9% |
| 3Y | +37.1% | +86.0% | -48.9% | +17.1% |
| 5Y | +10.9% | +88.6% | -77.7% | -6.5% |
| All | +10.9% | +90.3% | -79.3% | -6.5% |
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