-10.0%
CHRW vs VICR
+70.3%
-80.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +7.3% | +8.3% | -1.0% | +6.9% |
| 30D | -3.6% | -35.2% | +31.6% | -2.1% |
| 3M | -9.6% | -29.8% | +20.2% | -8.8% |
| 6M | -17.0% | -48.6% | +31.6% | -14.5% |
| YTD | -15.4% | +45.1% | -60.5% | -25.0% |
| 1Y | -10.0% | +79.6% | -89.5% | -24.2% |
| All | -10.0% | +70.3% | -80.3% | -24.2% |
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