+127.9%
NOK vs CHRW
+128.6%
-0.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +5.4% | +7.3% | -1.9% | +3.8% |
| 30D | -14.1% | -3.6% | -10.6% | -13.7% |
| 3M | -23.6% | -9.6% | -14.0% | -22.4% |
| 6M | -45.1% | -17.0% | -28.1% | -43.8% |
| YTD | +24.7% | -15.4% | +40.2% | +26.3% |
| 1Y | +19.0% | -10.0% | +29.0% | +18.8% |
| 3Y | +147.0% | +82.2% | +64.9% | +96.6% |
| 5Y | +58.2% | +59.4% | -1.2% | +28.2% |
| All | +127.9% | +128.6% | -0.7% | +59.4% |
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