-10.8%
NVTS vs CHRW
-10.6%
-0.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.7% | +8.9% |
| 7D | -0.3% | +4.9% | -5.2% | -1.8% |
| 30D | -24.4% | -4.8% | -19.6% | -23.4% |
| 3M | -26.5% | -13.1% | -13.3% | -23.6% |
| 6M | -41.4% | -16.3% | -25.0% | -40.4% |
| YTD | +30.7% | -15.8% | +46.5% | +14.4% |
| 1Y | -10.8% | -11.1% | +0.3% | -29.1% |
| All | -10.8% | -10.6% | -0.2% | -29.1% |
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