+45.2%
NU vs CHRW
+69.1%
-23.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -2.6% | +4.1% | -6.7% | -3.4% |
| 30D | +8.2% | +1.9% | +6.3% | +7.8% |
| 3M | +26.3% | -21.2% | +47.4% | +31.5% |
| 6M | +2.2% | -16.7% | +18.9% | +4.8% |
| YTD | -10.4% | -5.4% | -5.0% | -11.3% |
| 1Y | -3.0% | +21.2% | -24.2% | -10.0% |
| 3Y | +120.3% | +86.5% | +33.8% | +74.4% |
| All | +45.2% | +69.1% | -23.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling