-14.2%
CHRW vs VLTO
+18.3%
-32.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +0.6% | +5.4% | -4.8% | -1.0% |
| 30D | -7.3% | +22.3% | -29.6% | -12.9% |
| 3M | -14.2% | +19.6% | -33.8% | -18.8% |
| 6M | -25.1% | +35.2% | -60.2% | -31.7% |
| YTD | -21.2% | +17.9% | -39.0% | -24.7% |
| 1Y | -14.2% | +19.5% | -33.7% | -17.9% |
| All | -14.2% | +18.3% | -32.4% | -17.9% |
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