+506.3%
NOW vs CHRW
+126.6%
+379.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | -3.4% | -5.4% | -7.9% |
| 30D | -29.3% | -9.4% | -19.9% | -27.6% |
| 3M | -21.8% | -12.6% | -9.2% | -19.5% |
| 6M | +9.2% | -24.2% | +33.4% | +15.0% |
| YTD | -35.0% | -18.9% | -16.1% | -33.9% |
| 1Y | -42.5% | -13.7% | -28.8% | -42.7% |
| 3Y | -21.5% | +72.6% | -94.1% | -39.0% |
| 5Y | -25.8% | +55.6% | -81.3% | -40.6% |
| 10Y | +506.3% | +122.7% | +383.6% | +301.5% |
| All | +506.3% | +126.6% | +379.7% | +301.5% |
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 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