+112.5%
NET vs CHRW
+83.1%
+29.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -7.0% | -1.8% | -5.1% | -6.3% |
| 30D | -4.8% | -3.9% | -0.9% | -3.3% |
| 3M | +3.8% | -19.7% | +23.6% | +11.2% |
| 6M | +50.0% | -21.7% | +71.8% | +61.3% |
| YTD | +41.5% | -7.5% | +49.0% | +39.9% |
| 1Y | +32.8% | +17.3% | +15.5% | +16.1% |
| 3Y | +335.9% | +78.8% | +257.1% | +190.1% |
| All | +112.5% | +83.1% | +29.4% | +30.9% |
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