+93.0%
CHRW vs VICR
+46.6%
+46.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.6% |
| 7D | +4.1% | +1.3% | +2.8% | +4.0% |
| 30D | +1.9% | -11.9% | +13.8% | +2.6% |
| 3M | -21.2% | -35.1% | +14.0% | -19.3% |
| 6M | -16.7% | +8.1% | -24.8% | -18.8% |
| YTD | -5.4% | +67.8% | -73.1% | -10.9% |
| 1Y | +21.2% | +267.3% | -246.1% | +7.3% |
| 3Y | +86.5% | +191.2% | -104.7% | +62.9% |
| 5Y | +93.0% | +48.1% | +45.0% | +62.8% |
| All | +93.0% | +46.6% | +46.4% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling