+2,494.8%
NVDL vs CHRW
+65.0%
+2,429.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.0% |
| 7D | -8.7% | +4.4% | -13.0% | -9.6% |
| 30D | -1.3% | +5.5% | -6.8% | -2.7% |
| 3M | +11.4% | -17.3% | +28.6% | +15.7% |
| 6M | +22.9% | -12.7% | +35.5% | +25.9% |
| YTD | +15.4% | -4.1% | +19.5% | +14.5% |
| 1Y | +18.8% | +21.2% | -2.5% | +9.6% |
| 3Y | +641.4% | +88.9% | +552.5% | +498.9% |
| All | +2,494.8% | +65.0% | +2,429.8% | +2,093.3% |
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 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