+84.7%
CHRW vs VLTO
+27.2%
+57.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -1.4% | -2.3% | +0.9% | -0.6% |
| 30D | -3.5% | -0.9% | -2.6% | -3.2% |
| 3M | -19.4% | +13.8% | -33.2% | -22.8% |
| 6M | -21.4% | +2.0% | -23.4% | -21.9% |
| YTD | -7.1% | -3.2% | -3.9% | -6.2% |
| 1Y | +17.8% | -9.2% | +27.0% | +21.3% |
| All | +84.7% | +27.2% | +57.5% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling