-11.1%
CHRW vs VIVK
-100.0%
+88.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -27.5% | +27.7% | +0.4% |
| 7D | +4.9% | -68.7% | +73.6% | +5.5% |
| 30D | -4.8% | -90.0% | +85.2% | -3.8% |
| 3M | -13.1% | -98.1% | +84.9% | -11.1% |
| 6M | -16.3% | -99.9% | +83.6% | -11.8% |
| YTD | -15.8% | -99.9% | +84.1% | -12.7% |
| 1Y | -11.1% | -100.0% | +88.9% | +2.9% |
| All | -11.1% | -100.0% | +88.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling