+138.6%
NOK vs CHRW
+183.1%
-44.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | +3.5% | +7.5% | +10.2% |
| 30D | +7.8% | +4.6% | +3.3% | +6.8% |
| 3M | -21.0% | -19.7% | -1.3% | -17.7% |
| 6M | +40.9% | -12.4% | +53.3% | +43.3% |
| YTD | +72.0% | -3.9% | +75.9% | +70.5% |
| 1Y | +140.9% | +18.4% | +122.5% | +125.6% |
| 3Y | +194.3% | +88.8% | +105.4% | +136.0% |
| 5Y | +112.5% | +93.5% | +19.0% | +64.9% |
| All | +138.6% | +183.1% | -44.6% | +62.7% |
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