+361.0%
NEM vs CHRW
+4,173.0%
-3,812.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | +23.1% | -3.5% | +26.5% | +23.5% |
| 3M | +18.5% | -19.4% | +37.9% | +20.7% |
| 6M | +7.8% | -21.4% | +29.2% | +9.9% |
| YTD | +29.1% | -7.1% | +36.2% | +29.1% |
| 1Y | +72.7% | +17.8% | +54.8% | +67.9% |
| 3Y | +248.7% | +78.8% | +170.0% | +220.7% |
| 5Y | +148.7% | +83.5% | +65.2% | +126.5% |
| 10Y | +304.8% | +160.2% | +144.5% | +250.8% |
| All | +361.0% | +4,173.0% | -3,812.0% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling