+153.4%
NEM vs CHRW
+90.3%
+63.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +3.9% | +1.9% | +1.9% | +3.6% |
| 30D | +12.7% | +0.9% | +11.8% | +12.6% |
| 3M | +28.7% | -19.9% | +48.5% | +31.3% |
| 6M | +9.8% | -15.8% | +25.6% | +11.1% |
| YTD | +28.1% | -5.6% | +33.7% | +27.6% |
| 1Y | +69.3% | +21.0% | +48.3% | +63.7% |
| 3Y | +247.7% | +86.0% | +161.6% | +215.1% |
| 5Y | +153.4% | +88.6% | +64.7% | +126.7% |
| All | +153.4% | +90.3% | +63.1% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling