+62.3%
NEM vs CHRW
+23.5%
+38.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.3% | +4.4% | -7.6% | -3.6% |
| 30D | +7.8% | +5.5% | +2.3% | +7.4% |
| 3M | +36.3% | -17.3% | +53.5% | +38.4% |
| 6M | +6.6% | -12.7% | +19.2% | +7.2% |
| YTD | +27.1% | -4.1% | +31.3% | +26.1% |
| 1Y | +62.3% | +21.2% | +41.1% | +65.5% |
| All | +62.3% | +23.5% | +38.9% | +65.5% |
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 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