-51.9%
NVO vs CHRW
+87.9%
-139.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -7.4% | +4.4% | -11.7% | -7.5% |
| 30D | -5.5% | +5.5% | -11.0% | -5.7% |
| 3M | +4.1% | -17.3% | +21.4% | +5.0% |
| 6M | +19.3% | -12.7% | +32.0% | +19.6% |
| YTD | -9.2% | -4.1% | -5.1% | -9.3% |
| 1Y | -15.0% | +21.2% | -36.2% | -15.9% |
| All | -51.9% | +87.9% | -139.7% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling