+123.2%
CHRW vs VIK
+225.1%
-101.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +4.6% | -18.4% | +23.0% | +8.8% |
| 3M | -19.7% | -8.8% | -10.9% | -18.7% |
| 6M | -12.4% | +17.1% | -29.6% | -16.9% |
| YTD | -3.9% | +19.0% | -22.9% | -9.1% |
| 1Y | +18.4% | +30.1% | -11.8% | +9.8% |
| All | +123.2% | +225.1% | -101.9% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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