-24.8%
NOW vs CHRW
+18.6%
-43.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +20.5% | -3.5% | +24.0% | +20.7% |
| 3M | +18.3% | -19.4% | +37.7% | +18.2% |
| 6M | +24.1% | -21.4% | +45.4% | +22.8% |
| YTD | -7.8% | -7.1% | -0.7% | -11.0% |
| All | -24.8% | +18.6% | -43.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling