+17.7%
NXPI vs CHRW
+90.3%
-72.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +0.7% | +1.9% | -1.3% | +0.1% |
| 30D | -6.6% | +0.9% | -7.5% | -7.0% |
| 3M | -25.4% | -19.9% | -5.5% | -21.1% |
| 6M | +11.9% | -15.8% | +27.7% | +15.9% |
| YTD | +4.0% | -5.6% | +9.6% | +2.7% |
| 1Y | +1.0% | +21.0% | -20.0% | -9.1% |
| 3Y | +16.3% | +86.0% | -69.7% | -13.2% |
| 5Y | +17.7% | +88.6% | -70.9% | -13.6% |
| All | +17.7% | +90.3% | -72.6% | -13.6% |
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