+2,771.1%
NOW vs CHRW
+257.0%
+2,514.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | +20.5% | -3.5% | +24.0% | +21.6% |
| 3M | +18.3% | -19.4% | +37.7% | +24.1% |
| 6M | +24.1% | -21.4% | +45.4% | +30.4% |
| YTD | -7.8% | -7.1% | -0.7% | -9.0% |
| 1Y | -21.4% | +17.8% | -39.2% | -28.7% |
| 3Y | +19.5% | +78.8% | -59.2% | -8.5% |
| 5Y | +4.1% | +83.5% | -79.4% | -22.0% |
| 10Y | +826.4% | +160.2% | +666.2% | +469.4% |
| All | +2,771.1% | +257.0% | +2,514.1% | +1,463.3% |
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