+6,494.7%
NVO vs CHRW
+4,244.2%
+2,250.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | +0.1% | +1.9% | -1.9% | -0.2% |
| 30D | -3.2% | +0.9% | -4.2% | -3.4% |
| 3M | +11.5% | -19.9% | +31.4% | +14.3% |
| 6M | +22.9% | -15.8% | +38.7% | +24.7% |
| YTD | -6.8% | -5.6% | -1.2% | -7.2% |
| 1Y | -12.6% | +21.0% | -33.7% | -16.4% |
| 3Y | -49.6% | +86.0% | -135.6% | -55.3% |
| 5Y | +0.6% | +88.6% | -88.1% | -12.4% |
| 10Y | +148.3% | +169.3% | -21.0% | +99.7% |
| All | +6,494.7% | +4,244.2% | +2,250.5% | +3,853.9% |
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