-11.1%
CHRW vs VICR
+76.0%
-87.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.1% | +11.4% | +0.7% |
| 7D | +4.9% | -26.6% | +31.5% | +6.3% |
| 30D | -4.8% | -47.9% | +43.1% | -2.1% |
| 3M | -13.1% | -29.8% | +16.6% | -12.3% |
| 6M | -16.3% | -36.6% | +20.3% | -16.3% |
| YTD | -15.8% | +45.1% | -60.9% | -26.5% |
| 1Y | -11.1% | +80.0% | -91.2% | -26.2% |
| All | -11.1% | +76.0% | -87.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling