+120.2%
NEM vs CHRW
+58.8%
+61.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | +7.3% | -13.7% | -7.1% |
| 30D | +1.4% | -3.6% | +5.0% | +1.6% |
| 3M | -0.7% | -9.6% | +8.9% | -0.1% |
| 6M | -4.5% | -17.0% | +12.5% | -3.5% |
| YTD | +14.0% | -15.4% | +29.5% | +14.5% |
| 1Y | +27.3% | -10.0% | +37.3% | +26.8% |
| 3Y | +250.5% | +82.2% | +168.3% | +214.2% |
| All | +120.2% | +58.8% | +61.4% | +95.9% |
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