+107.7%
NU vs CHRW
+85.0%
+22.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.4% |
| 7D | +6.0% | +1.9% | +4.1% | +5.9% |
| 30D | +10.8% | +0.9% | +9.8% | +10.7% |
| 3M | +32.2% | -19.9% | +52.0% | +34.1% |
| 6M | +5.1% | -15.8% | +20.9% | +6.0% |
| YTD | -8.4% | -5.6% | -2.8% | -8.3% |
| 1Y | +0.7% | +21.0% | -20.3% | -0.7% |
| All | +107.7% | +85.0% | +22.7% | +99.3% |
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 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