+28.0%
NVTS vs CHRW
-22.9%
+50.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.8% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -4.5% | -3.5% | -1.0% | -3.0% |
| 3M | -61.5% | -19.4% | -42.1% | -58.1% |
| 6M | +28.0% | -21.4% | +49.4% | +46.8% |
| All | +28.0% | -22.9% | +50.8% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling