+444.8%
NVDA vs CHRW
+58.8%
+386.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | +7.3% | -20.0% | -14.1% |
| 30D | -26.4% | -3.6% | -22.8% | -26.0% |
| 3M | -27.6% | -9.6% | -18.1% | -26.6% |
| 6M | -27.7% | -17.0% | -10.7% | -25.9% |
| YTD | -12.5% | -15.4% | +2.9% | -12.0% |
| 1Y | -12.6% | -10.0% | -2.7% | -13.8% |
| 3Y | +235.9% | +82.2% | +153.8% | +146.5% |
| All | +444.8% | +58.8% | +386.0% | +355.0% |
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 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