+1,747.1%
NXPI vs CHRW
+220.6%
+1,526.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +1.9% | -1.4% | +3.3% | +2.5% |
| 30D | -1.4% | -3.5% | +2.0% | -0.2% |
| 3M | -29.1% | -19.4% | -9.7% | -23.2% |
| 6M | +6.2% | -21.4% | +27.6% | +15.4% |
| YTD | +5.9% | -7.1% | +13.0% | +4.7% |
| 1Y | +2.9% | +17.8% | -14.9% | -10.7% |
| 3Y | +14.5% | +78.8% | -64.3% | -23.6% |
| 5Y | +17.1% | +83.5% | -66.5% | -25.5% |
| 10Y | +193.4% | +160.2% | +33.1% | +41.1% |
| All | +1,747.1% | +220.6% | +1,526.5% | +578.9% |
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