+52.2%
CHRW vs ROIV
+270.3%
-218.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -2.6% |
| 7D | +0.6% | +5.3% | -4.8% | +0.3% |
| 30D | -7.3% | +11.9% | -19.2% | -7.7% |
| 3M | -14.2% | +10.7% | -24.9% | -14.6% |
| 6M | -25.1% | +34.9% | -60.0% | -26.2% |
| YTD | -21.2% | +79.2% | -100.3% | -23.3% |
| 1Y | -14.2% | +89.0% | -103.2% | -16.7% |
| 3Y | +63.5% | +337.3% | -273.8% | +54.0% |
| 5Y | +49.6% | +402.3% | -352.7% | +35.8% |
| All | +52.2% | +270.3% | -218.1% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling