-10.0%
CHRW vs VLTO
+21.9%
-31.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +7.3% | +1.0% | +6.3% | +7.0% |
| 30D | -3.6% | +17.5% | -21.1% | -8.2% |
| 3M | -9.6% | +21.4% | -31.0% | -14.9% |
| 6M | -17.0% | +38.1% | -55.1% | -25.0% |
| YTD | -15.4% | +19.0% | -34.4% | -19.4% |
| 1Y | -10.0% | +20.7% | -30.6% | -14.6% |
| All | -10.0% | +21.9% | -31.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling