+286.1%
CHRW vs VIVK
-100.0%
+386.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -12.3% | +13.4% | +1.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -3.5% | -43.6% | +40.2% | -3.5% |
| 3M | -19.4% | -95.1% | +75.7% | -19.5% |
| 6M | -21.4% | -98.2% | +76.8% | -21.5% |
| YTD | -7.1% | -97.9% | +90.8% | -7.2% |
| 1Y | +17.8% | -100.0% | +117.8% | +17.4% |
| 3Y | +78.8% | -100.0% | +178.8% | +78.3% |
| 5Y | +83.5% | -100.0% | +183.5% | +83.0% |
| 10Y | +160.2% | -100.0% | +260.2% | +162.0% |
| All | +286.1% | -100.0% | +386.1% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling