+113.0%
NVTS vs CHRW
+16.7%
+96.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | -4.5% | -3.9% | -0.6% | -3.6% |
| 3M | -61.5% | -19.7% | -41.8% | -59.5% |
| 6M | +28.0% | -21.7% | +49.7% | +32.1% |
| YTD | +65.3% | -7.5% | +72.8% | +71.1% |
| 1Y | +113.0% | +17.3% | +95.7% | +114.2% |
| All | +113.0% | +16.7% | +96.3% | +114.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling