+18.4%
CHRW vs VICR
+293.8%
-275.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | -0.3% |
| 7D | +3.5% | +5.0% | -1.5% | +3.2% |
| 30D | +4.6% | -12.5% | +17.1% | +5.1% |
| 3M | -19.7% | -33.6% | +13.9% | -17.8% |
| 6M | -12.4% | +10.7% | -23.1% | -14.8% |
| YTD | -3.9% | +80.6% | -84.5% | -7.9% |
| 1Y | +18.4% | +288.4% | -270.0% | +11.3% |
| All | +18.4% | +293.8% | -275.4% | +11.3% |
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 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