+128.5%
CHRW vs CVE
+144.4%
-15.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.4% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -4.3% | -10.8% | +6.5% | -3.3% |
| 3M | -7.4% | -4.3% | -3.1% | -7.2% |
| 6M | -20.7% | -1.5% | -19.2% | -21.0% |
| YTD | -15.9% | +70.7% | -86.6% | -21.6% |
| 1Y | -9.9% | +58.1% | -68.0% | -15.4% |
| 3Y | +79.0% | +69.8% | +9.1% | +64.3% |
| 5Y | +61.3% | +148.9% | -87.6% | +40.2% |
| 10Y | +128.5% | +143.5% | -15.0% | +75.6% |
| All | +128.5% | +144.4% | -15.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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