+102.7%
NOK vs CHRW
+89.7%
+13.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +9.3% | +4.1% | +5.3% | +8.7% |
| 30D | +17.9% | +1.9% | +16.0% | +17.5% |
| 3M | -22.3% | -21.2% | -1.2% | -19.7% |
| 6M | +36.4% | -16.7% | +53.0% | +39.2% |
| YTD | +66.3% | -5.4% | +71.7% | +66.0% |
| 1Y | +134.4% | +21.2% | +113.2% | +123.6% |
| 3Y | +186.6% | +86.5% | +100.1% | +143.9% |
| 5Y | +102.7% | +93.0% | +9.6% | +64.5% |
| All | +102.7% | +89.7% | +13.0% | +64.5% |
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 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