-57.7%
NVTS vs CHRW
-18.8%
-39.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.4% | -6.4% |
| 7D | +3.9% | +7.3% | -3.3% | +2.7% |
| 30D | -4.3% | -3.6% | -0.8% | -4.2% |
| 3M | -34.5% | -9.6% | -24.9% | -34.2% |
| 6M | -57.7% | -17.0% | -40.7% | -59.4% |
| All | -57.7% | -18.8% | -39.0% | -59.4% |
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