+1,449.6%
NET vs CHRW
+100.4%
+1,349.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.3% |
| 7D | -7.0% | -1.4% | -5.6% | -6.5% |
| 30D | -4.8% | -3.5% | -1.3% | -3.6% |
| 3M | +3.8% | -19.4% | +23.2% | +10.2% |
| 6M | +50.0% | -21.4% | +71.4% | +59.8% |
| YTD | +41.5% | -7.1% | +48.6% | +40.6% |
| 1Y | +32.8% | +17.8% | +15.0% | +19.2% |
| 3Y | +335.9% | +78.8% | +257.1% | +218.7% |
| 5Y | +113.8% | +83.5% | +30.3% | +60.4% |
| All | +1,449.6% | +100.4% | +1,349.2% | +876.2% |
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