+208.7%
NXPI vs CHRW
+126.6%
+82.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | -3.4% | +2.9% | +0.8% |
| 30D | +15.0% | -9.4% | +24.3% | +18.7% |
| 3M | +12.6% | -12.6% | +25.2% | +16.9% |
| 6M | -10.6% | -24.2% | +13.6% | -3.4% |
| YTD | +22.1% | -18.9% | +40.9% | +25.9% |
| 1Y | +29.8% | -13.7% | +43.4% | +30.4% |
| 3Y | +47.8% | +72.6% | -24.8% | +4.4% |
| 5Y | +33.9% | +55.6% | -21.7% | -2.7% |
| 10Y | +208.7% | +122.7% | +86.0% | +95.1% |
| All | +208.7% | +126.6% | +82.1% | +95.1% |
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