-26.4%
NOW vs CHRW
+49.0%
-75.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -26.0% | -7.3% | -18.8% | -24.8% |
| 3M | -13.1% | -14.2% | +1.1% | -10.5% |
| 6M | +14.5% | -25.1% | +39.6% | +19.7% |
| YTD | -33.4% | -21.2% | -12.3% | -32.5% |
| 1Y | -40.6% | -14.2% | -26.5% | -41.3% |
| 3Y | -16.3% | +63.5% | -79.8% | -34.1% |
| All | -26.4% | +49.0% | -75.3% | -40.9% |
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