+1,988.6%
NOW vs CHRW
+223.5%
+1,765.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -26.8% | -4.3% | -22.5% | -25.9% |
| 3M | -19.4% | -7.4% | -12.0% | -18.1% |
| 6M | +12.3% | -20.7% | +33.0% | +17.6% |
| YTD | -32.9% | -15.9% | -17.1% | -32.3% |
| 1Y | -40.3% | -9.9% | -30.4% | -41.1% |
| 3Y | -19.1% | +79.0% | -98.0% | -38.9% |
| 5Y | -24.4% | +61.3% | -85.7% | -41.4% |
| 10Y | +521.8% | +128.5% | +393.3% | +296.2% |
| All | +1,988.6% | +223.5% | +1,765.1% | +1,063.5% |
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