+212.4%
NXPI vs CHRW
+128.6%
+83.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +6.8% | +7.3% | -0.5% | +4.1% |
| 30D | +20.0% | -3.6% | +23.6% | +21.3% |
| 3M | +14.8% | -9.6% | +24.4% | +17.9% |
| 6M | -10.5% | -17.0% | +6.5% | -6.5% |
| YTD | +23.7% | -15.4% | +39.2% | +25.7% |
| 1Y | +34.1% | -10.0% | +44.1% | +32.7% |
| 3Y | +51.2% | +82.2% | -30.9% | +4.6% |
| 5Y | +33.4% | +59.4% | -25.9% | -3.5% |
| All | +212.4% | +128.6% | +83.8% | +95.9% |
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 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