-3.2%
NU vs CHRW
+23.5%
-26.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -4.2% | +4.4% | -8.6% | -4.5% |
| 30D | +10.0% | +5.5% | +4.5% | +9.5% |
| 3M | +29.3% | -17.3% | +46.5% | +31.1% |
| 6M | +0.9% | -12.7% | +13.6% | +1.2% |
| YTD | -10.3% | -4.1% | -6.1% | -10.3% |
| 1Y | -3.2% | +21.2% | -24.4% | -3.6% |
| All | -3.2% | +23.5% | -26.6% | -3.6% |
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