+40.6%
NVDL vs CHRW
+16.7%
+23.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +11.7% | -1.8% | +13.5% | +11.9% |
| 30D | +7.8% | -3.9% | +11.7% | +8.3% |
| 3M | +3.3% | -19.7% | +23.1% | +5.8% |
| 6M | +38.9% | -21.7% | +60.6% | +42.1% |
| YTD | +28.5% | -7.5% | +36.0% | +32.5% |
| 1Y | +40.6% | +17.3% | +23.3% | +51.7% |
| All | +40.6% | +16.7% | +23.9% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling