+348.3%
CHRW vs VIG
+655.8%
-307.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.0% |
| 7D | -0.1% | -0.3% | +0.3% | +0.3% |
| 30D | -4.3% | +4.9% | -9.2% | -8.6% |
| 3M | -7.4% | +2.9% | -10.3% | -10.0% |
| 6M | -20.7% | +11.2% | -31.9% | -28.6% |
| YTD | -15.9% | +16.0% | -31.8% | -27.0% |
| 1Y | -9.9% | +17.0% | -26.8% | -22.4% |
| 3Y | +79.0% | +66.9% | +12.1% | +9.0% |
| 5Y | +61.3% | +65.8% | -4.5% | -1.8% |
| 10Y | +128.5% | +263.6% | -135.1% | -40.3% |
| All | +348.3% | +655.8% | -307.6% | -54.7% |
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