+93.1%
CHRW vs VIVK
-100.0%
+193.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.3% |
| 7D | +4.4% | -9.5% | +13.8% | +4.4% |
| 30D | +5.5% | -35.1% | +40.6% | +5.8% |
| 3M | -17.3% | -93.4% | +76.1% | -15.9% |
| 6M | -12.7% | -98.0% | +85.3% | -10.7% |
| YTD | -4.1% | -97.9% | +93.7% | -2.6% |
| 1Y | +21.2% | -100.0% | +121.2% | +26.3% |
| 3Y | +88.9% | -100.0% | +188.9% | +93.4% |
| 5Y | +93.1% | -100.0% | +193.1% | +99.4% |
| All | +93.1% | -100.0% | +193.1% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling