+129.9%
CHRW vs VIVK
-100.0%
+229.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.5% | +0.1% |
| 7D | +7.3% | -57.7% | +65.0% | +7.7% |
| 30D | -3.6% | -87.3% | +83.7% | -2.7% |
| 3M | -9.6% | -98.9% | +89.3% | -7.6% |
| 6M | -17.0% | -100.0% | +82.9% | -13.9% |
| YTD | -15.4% | -100.0% | +84.5% | -12.7% |
| 1Y | -10.0% | -100.0% | +90.0% | -5.9% |
| 3Y | +82.2% | -100.0% | +182.2% | +89.7% |
| 5Y | +59.4% | -100.0% | +159.4% | +66.5% |
| All | +129.9% | -100.0% | +229.9% | +135.5% |
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