+1,980.5%
NOW vs CHRW
+210.3%
+1,770.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -4.8% |
| 7D | -6.7% | +0.7% | -7.4% | -6.8% |
| 30D | -25.8% | -5.0% | -20.8% | -24.8% |
| 3M | -12.7% | -16.1% | +3.4% | -8.8% |
| 6M | +11.2% | -22.6% | +33.9% | +17.3% |
| YTD | -33.2% | -19.3% | -13.9% | -31.7% |
| 1Y | -41.8% | -14.9% | -26.9% | -41.6% |
| 3Y | -15.7% | +68.0% | -83.7% | -35.0% |
| 5Y | -26.0% | +53.2% | -79.2% | -41.8% |
| 10Y | +515.1% | +134.8% | +380.2% | +285.3% |
| All | +1,980.5% | +210.3% | +1,770.2% | +1,072.7% |
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 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