+3,283.0%
NEE vs CHRW
+4,173.0%
-890.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | -2.2% | -3.5% | +1.3% | -1.7% |
| 3M | -1.2% | -19.4% | +18.2% | +1.8% |
| 6M | -8.6% | -21.4% | +12.8% | -5.8% |
| YTD | +6.2% | -7.1% | +13.3% | +5.8% |
| 1Y | +21.1% | +17.8% | +3.3% | +15.4% |
| 3Y | +36.4% | +78.8% | -42.4% | +19.1% |
| 5Y | +11.4% | +83.5% | -72.2% | -4.2% |
| 10Y | +250.0% | +160.2% | +89.7% | +178.7% |
| All | +3,283.0% | +4,173.0% | -890.0% | +2,256.6% |
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