+93.0%
CHRW vs VEU
+56.2%
+36.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +4.1% | +0.3% | +3.8% | +3.9% |
| 30D | +1.9% | +0.7% | +1.2% | +1.5% |
| 3M | -21.2% | +4.7% | -25.8% | -23.3% |
| 6M | -16.7% | +11.6% | -28.3% | -22.0% |
| YTD | -5.4% | +16.8% | -22.2% | -13.7% |
| 1Y | +21.2% | +24.9% | -3.7% | +6.3% |
| 3Y | +86.5% | +75.7% | +10.7% | +33.2% |
| 5Y | +93.0% | +56.1% | +36.9% | +38.5% |
| All | +93.0% | +56.2% | +36.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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