+68.2%
CHRW vs VLTO
+56.4%
+11.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +7.3% | +1.0% | +6.3% | +7.0% |
| 30D | -3.6% | +17.5% | -21.1% | -8.5% |
| 3M | -9.6% | +21.4% | -31.0% | -15.3% |
| 6M | -17.0% | +38.1% | -55.1% | -25.5% |
| YTD | -15.4% | +19.0% | -34.4% | -20.3% |
| 1Y | -10.0% | +20.7% | -30.6% | -15.6% |
| 3Y | +82.2% | +64.3% | +17.9% | +63.9% |
| All | +68.2% | +56.4% | +11.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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