+79.3%
CHRW vs ROIV
+232.7%
-153.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | -3.5% | +1.0% | -4.4% | -3.5% |
| 3M | -19.4% | +18.3% | -37.7% | -20.0% |
| 6M | -21.4% | +18.3% | -39.7% | -22.0% |
| YTD | -7.1% | +61.0% | -68.1% | -9.2% |
| 1Y | +17.8% | +177.9% | -160.1% | +13.0% |
| 3Y | +78.8% | +199.1% | -120.3% | +70.2% |
| 5Y | +83.5% | +250.7% | -167.2% | +68.6% |
| All | +79.3% | +232.7% | -153.4% | +64.6% |
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