+4,266.9%
CHRW vs VICR
+596.1%
+3,670.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.5% | -13.9% | +10.5% | -1.7% |
| 3M | -19.4% | -38.4% | +19.0% | -15.2% |
| 6M | -21.4% | -7.2% | -14.2% | -24.0% |
| YTD | -7.1% | +72.0% | -79.2% | -18.8% |
| 1Y | +17.8% | +263.3% | -245.5% | -9.4% |
| 3Y | +78.8% | +173.3% | -94.5% | +34.5% |
| 5Y | +83.5% | +47.3% | +36.2% | +40.2% |
| 10Y | +160.2% | +1,495.2% | -1,334.9% | +18.6% |
| All | +4,266.9% | +596.1% | +3,670.8% | +1,373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling