+129.9%
CHRW vs VICR
+978.3%
-848.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | +7.3% | +8.3% | -1.0% | +6.5% |
| 30D | -3.6% | -35.2% | +31.6% | -0.5% |
| 3M | -9.6% | -29.8% | +20.2% | -8.1% |
| 6M | -17.0% | -48.6% | +31.6% | -14.3% |
| YTD | -15.4% | +45.1% | -60.5% | -22.4% |
| 1Y | -10.0% | +79.6% | -89.5% | -19.2% |
| 3Y | +82.2% | +335.4% | -253.2% | +42.1% |
| 5Y | +59.4% | -1.0% | +60.4% | +39.9% |
| All | +129.9% | +978.3% | -848.4% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling