-30.1%
NVTS vs CHRW
+54.1%
-84.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.4% | -6.4% |
| 7D | +3.9% | +7.3% | -3.3% | +1.4% |
| 30D | -4.3% | -3.6% | -0.8% | -3.0% |
| 3M | -34.5% | -9.6% | -24.9% | -32.5% |
| 6M | -57.7% | -17.0% | -40.7% | -55.8% |
| YTD | +25.4% | -15.4% | +40.8% | +29.3% |
| 1Y | +13.1% | -10.0% | +23.1% | +13.9% |
| 3Y | +48.9% | +82.2% | -33.2% | +3.5% |
| 5Y | -51.8% | +59.4% | -111.1% | -59.5% |
| All | -30.1% | +54.1% | -84.2% | -40.7% |
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