+51.1%
NEM vs CHRW
-10.6%
+61.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.9% |
| 7D | +3.7% | +4.9% | -1.2% | +3.3% |
| 30D | +2.0% | -4.8% | +6.8% | +2.1% |
| 3M | +21.1% | -13.1% | +34.2% | +22.0% |
| 6M | +9.5% | -16.3% | +25.9% | +9.3% |
| YTD | +19.1% | -15.8% | +34.9% | +11.8% |
| 1Y | +51.1% | -11.1% | +62.2% | +35.6% |
| All | +51.1% | -10.6% | +61.7% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling