+319.4%
NEM vs CHRW
+170.5%
+148.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +3.1% | +4.1% | -1.0% | +2.6% |
| 30D | +10.0% | +1.9% | +8.1% | +9.7% |
| 3M | +30.9% | -21.2% | +52.0% | +34.0% |
| 6M | +10.5% | -16.7% | +27.2% | +12.1% |
| YTD | +29.7% | -5.4% | +35.1% | +29.3% |
| 1Y | +71.1% | +21.2% | +49.9% | +65.1% |
| 3Y | +252.1% | +86.5% | +165.6% | +217.9% |
| 5Y | +157.7% | +93.0% | +64.7% | +129.7% |
| 10Y | +319.4% | +174.5% | +144.8% | +262.4% |
| All | +319.4% | +170.5% | +148.8% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling