+93.0%
CHRW vs VIG
+62.2%
+30.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.7% |
| 7D | +4.1% | -1.2% | +5.2% | +5.1% |
| 30D | +1.9% | -2.8% | +4.7% | +4.4% |
| 3M | -21.2% | +2.5% | -23.6% | -22.9% |
| 6M | -16.7% | +8.1% | -24.8% | -22.2% |
| YTD | -5.4% | +9.6% | -14.9% | -12.4% |
| 1Y | +21.2% | +14.2% | +7.0% | +8.5% |
| 3Y | +86.5% | +56.1% | +30.4% | +28.3% |
| 5Y | +93.0% | +62.8% | +30.2% | +27.1% |
| All | +93.0% | +62.2% | +30.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling