+177.7%
CHRW vs VIG
+247.5%
-69.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +4.4% | -2.2% | +6.6% | +6.1% |
| 30D | +5.5% | -3.2% | +8.7% | +8.2% |
| 3M | -17.3% | +3.0% | -20.3% | -19.3% |
| 6M | -12.7% | +8.1% | -20.8% | -17.9% |
| YTD | -4.1% | +9.1% | -13.2% | -10.2% |
| 1Y | +21.2% | +12.6% | +8.7% | +10.9% |
| 3Y | +88.9% | +55.4% | +33.5% | +35.1% |
| 5Y | +93.1% | +62.8% | +30.3% | +33.1% |
| All | +177.7% | +247.5% | -69.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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