-10.9%
NU vs CHRW
-20.0%
+9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -3.9% |
| 7D | +0.8% | +4.7% | -4.0% | +1.1% |
| 30D | -24.1% | -2.6% | -21.5% | -24.2% |
| 3M | -12.8% | -8.0% | -4.8% | -14.4% |
| 6M | -10.9% | -19.0% | +8.2% | -18.5% |
| All | -10.9% | -20.0% | +9.1% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling