+178.3%
CHRW vs VIVK
-100.0%
+278.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | +3.5% | -4.4% | +7.9% | +3.5% |
| 30D | +4.6% | -40.8% | +45.4% | +4.9% |
| 3M | -19.7% | -94.1% | +74.4% | -18.7% |
| 6M | -12.4% | -98.2% | +85.8% | -11.0% |
| YTD | -3.9% | -98.0% | +94.1% | -2.7% |
| 1Y | +18.4% | -100.0% | +118.4% | +21.9% |
| 3Y | +88.8% | -100.0% | +188.8% | +93.3% |
| 5Y | +93.5% | -100.0% | +193.5% | +98.1% |
| All | +178.3% | -100.0% | +278.3% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling