+2,672.5%
NVDL vs CHRW
+62.5%
+2,610.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | +7.3% | +1.9% | +5.4% | +6.8% |
| 30D | -0.7% | +0.9% | -1.6% | -1.0% |
| 3M | +9.5% | -19.9% | +29.3% | +14.8% |
| 6M | +41.6% | -15.8% | +57.4% | +46.4% |
| YTD | +23.3% | -5.6% | +28.9% | +22.8% |
| 1Y | +40.3% | +21.0% | +19.2% | +29.4% |
| 3Y | +692.2% | +86.0% | +606.2% | +542.3% |
| All | +2,672.5% | +62.5% | +2,610.1% | +2,252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling