+86.0%
CHRW vs VIVK
-100.0%
+185.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.2% |
| 7D | +4.1% | -7.9% | +12.0% | +4.1% |
| 30D | +1.9% | -42.0% | +43.9% | +2.0% |
| 3M | -21.2% | -92.5% | +71.3% | -21.1% |
| 6M | -16.7% | -98.0% | +81.3% | -16.4% |
| YTD | -5.4% | -97.9% | +92.5% | -5.0% |
| 1Y | +21.2% | -100.0% | +121.1% | +19.1% |
| All | +86.0% | -100.0% | +185.9% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling