+22.0%
NXPI vs CHRW
+49.0%
-27.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | +5.6% | -7.3% | +12.8% | +7.5% |
| 3M | +7.6% | -14.2% | +21.8% | +11.4% |
| 6M | -17.6% | -25.1% | +7.5% | -12.1% |
| YTD | +15.9% | -21.2% | +37.1% | +19.6% |
| 1Y | +22.4% | -14.2% | +36.6% | +22.6% |
| 3Y | +43.2% | +63.5% | -20.3% | +9.2% |
| All | +22.0% | +49.0% | -27.0% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling