+249.1%
NOK vs CHRW
+4,173.0%
-3,923.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | +4.7% | -3.5% | +8.2% | +5.9% |
| 3M | -39.7% | -19.4% | -20.3% | -35.7% |
| 6M | +23.1% | -21.4% | +44.4% | +31.4% |
| YTD | +55.0% | -7.1% | +62.2% | +54.4% |
| 1Y | +118.0% | +17.8% | +100.2% | +96.0% |
| 3Y | +170.5% | +78.8% | +91.7% | +98.8% |
| 5Y | +84.9% | +83.5% | +1.3% | +30.3% |
| 10Y | +112.0% | +160.2% | -48.3% | +23.8% |
| All | +249.1% | +4,173.0% | -3,923.8% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling