+45.3%
NVTS vs CHRW
+86.2%
-40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +9.7% | +1.9% | +7.8% | +9.1% |
| 30D | -13.6% | +0.9% | -14.5% | -13.9% |
| 3M | -51.0% | -19.9% | -31.1% | -48.3% |
| 6M | +46.3% | -15.8% | +62.1% | +51.7% |
| YTD | +68.1% | -5.6% | +73.7% | +68.8% |
| 1Y | +113.9% | +21.0% | +92.9% | +102.0% |
| 3Y | +45.3% | +86.0% | -40.8% | +15.2% |
| All | +45.3% | +86.2% | -40.9% | +15.2% |
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 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