+57.5%
CHRW vs ROIV
+380.3%
-322.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | +7.3% | +1.7% | +5.6% | +7.2% |
| 30D | -3.6% | +17.6% | -21.2% | -4.3% |
| 3M | -9.6% | +9.0% | -18.5% | -10.0% |
| 6M | -17.0% | +35.3% | -52.3% | -18.3% |
| YTD | -15.4% | +82.2% | -97.6% | -18.0% |
| 1Y | -10.0% | +92.3% | -102.3% | -12.9% |
| 3Y | +82.2% | +336.8% | -254.6% | +70.7% |
| All | +57.5% | +380.3% | -322.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling