+56.6%
CHRW vs ROIV
+292.3%
-235.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.4% | +14.3% | -17.7% | -3.9% |
| 30D | -9.4% | +16.2% | -25.6% | -9.9% |
| 3M | -12.6% | +15.1% | -27.8% | -13.3% |
| 6M | -24.2% | +44.2% | -68.4% | -25.5% |
| YTD | -18.9% | +89.8% | -108.7% | -21.3% |
| 1Y | -13.7% | +94.6% | -108.3% | -16.3% |
| 3Y | +72.6% | +367.5% | -295.0% | +62.2% |
| 5Y | +55.6% | +421.4% | -365.8% | +40.9% |
| All | +56.6% | +292.3% | -235.6% | +42.7% |
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