+3,351.5%
NEE vs CHRW
+3,791.5%
-440.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +7.3% | -9.4% | -3.2% |
| 30D | +8.6% | -3.6% | +12.2% | +9.1% |
| 3M | -0.3% | -9.6% | +9.3% | +0.9% |
| 6M | -8.9% | -17.0% | +8.1% | -7.2% |
| YTD | +8.3% | -15.4% | +23.8% | +9.2% |
| 1Y | +4.3% | -10.0% | +14.2% | +4.0% |
| 3Y | +70.7% | +82.2% | -11.4% | +48.0% |
| 5Y | +12.8% | +59.4% | -46.6% | -1.0% |
| 10Y | +287.2% | +129.7% | +157.5% | +213.6% |
| All | +3,351.5% | +3,791.5% | -440.0% | +2,331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling