+499.2%
NOW vs CHRW
+127.5%
+371.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -26.0% | -7.3% | -18.8% | -24.7% |
| 3M | -13.1% | -14.2% | +1.1% | -10.1% |
| 6M | +14.5% | -25.1% | +39.6% | +20.9% |
| YTD | -33.4% | -21.2% | -12.3% | -31.9% |
| 1Y | -40.6% | -14.2% | -26.5% | -40.8% |
| 3Y | -16.3% | +63.5% | -79.8% | -33.8% |
| 5Y | -26.3% | +49.6% | -75.9% | -40.4% |
| All | +499.2% | +127.5% | +371.7% | +310.3% |
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 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