-7.8%
NVTS vs CHRW
+69.2%
-77.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | -4.5% | -3.5% | -1.0% | -3.3% |
| 3M | -61.5% | -19.4% | -42.1% | -58.8% |
| 6M | +28.0% | -21.4% | +49.4% | +38.1% |
| YTD | +65.3% | -7.1% | +72.4% | +65.8% |
| 1Y | +113.0% | +17.8% | +95.2% | +92.5% |
| 3Y | +34.7% | +78.8% | -44.1% | -2.8% |
| All | -7.8% | +69.2% | -77.0% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling