+62.4%
CHRW vs ROIV
+298.6%
-236.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -0.1% | +9.5% | -9.5% | -0.4% |
| 30D | -4.3% | +21.0% | -25.3% | -5.1% |
| 3M | -7.4% | +18.7% | -26.1% | -8.2% |
| 6M | -20.7% | +44.5% | -65.2% | -22.1% |
| YTD | -15.9% | +92.9% | -108.7% | -18.4% |
| 1Y | -9.9% | +100.2% | -110.1% | -12.8% |
| 3Y | +79.0% | +375.0% | -296.1% | +68.1% |
| 5Y | +61.3% | +435.2% | -373.8% | +46.0% |
| All | +62.4% | +298.6% | -236.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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