+394.8%
CHRW vs VIG
+623.5%
-228.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | -3.5% | -1.0% | -2.5% | -2.6% |
| 3M | -19.4% | +2.8% | -22.2% | -21.6% |
| 6M | -21.4% | +8.2% | -29.6% | -27.1% |
| YTD | -7.1% | +11.0% | -18.2% | -15.9% |
| 1Y | +17.8% | +16.1% | +1.7% | +2.3% |
| 3Y | +78.8% | +56.2% | +22.6% | +16.1% |
| 5Y | +83.5% | +63.0% | +20.5% | +13.6% |
| 10Y | +160.2% | +241.4% | -81.2% | -27.6% |
| All | +394.8% | +623.5% | -228.7% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling