+136.0%
NVO vs CHRW
+183.1%
-47.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -7.6% | +3.5% | -11.1% | -7.8% |
| 30D | -6.0% | +4.6% | -10.6% | -6.4% |
| 3M | -0.8% | -19.7% | +18.9% | +0.9% |
| 6M | +16.5% | -12.4% | +28.9% | +17.1% |
| YTD | -11.1% | -3.9% | -7.2% | -11.5% |
| 1Y | -16.7% | +18.4% | -35.1% | -18.8% |
| 3Y | -52.9% | +88.8% | -141.8% | -56.3% |
| 5Y | -3.0% | +93.5% | -96.5% | -12.0% |
| All | +136.0% | +183.1% | -47.1% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling