+342.3%
CHRW vs VEU
+192.1%
+150.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.7% |
| 7D | -1.4% | +1.1% | -2.6% | -2.1% |
| 30D | -3.5% | +2.2% | -5.6% | -4.8% |
| 3M | -19.4% | +3.0% | -22.4% | -21.3% |
| 6M | -21.4% | +10.9% | -32.2% | -26.9% |
| YTD | -7.1% | +18.2% | -25.3% | -17.2% |
| 1Y | +17.8% | +28.3% | -10.5% | -0.4% |
| 3Y | +78.8% | +74.6% | +4.2% | +22.8% |
| 5Y | +83.5% | +56.4% | +27.2% | +34.1% |
| 10Y | +160.2% | +153.0% | +7.2% | +35.3% |
| All | +342.3% | +192.1% | +150.2% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling