+72.2%
CHRW vs VLTO
+73.3%
-1.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +0.2% | +2.0% | -1.8% | -0.5% |
| 30D | -9.4% | +21.8% | -31.2% | -15.4% |
| 3M | -13.3% | +20.2% | -33.5% | -18.8% |
| 6M | -24.2% | +36.3% | -60.5% | -32.1% |
| YTD | -18.9% | +18.8% | -37.7% | -23.7% |
| 1Y | -12.4% | +20.4% | -32.8% | -18.1% |
| 3Y | +72.2% | +71.9% | +0.3% | +56.4% |
| All | +72.2% | +73.3% | -1.0% | +56.4% |
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