+40.0%
NU vs CHRW
+80.1%
-40.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | +0.8% | +4.7% | -4.0% | +0.6% |
| 30D | -24.1% | -2.6% | -21.5% | -24.0% |
| 3M | -12.8% | -8.0% | -4.8% | -12.8% |
| 6M | -10.9% | -19.0% | +8.2% | -10.5% |
| YTD | -29.3% | -15.5% | -13.9% | -29.1% |
| 1Y | -26.9% | -10.8% | -16.1% | -26.9% |
| All | +40.0% | +80.1% | -40.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling