+67.4%
CHRW vs VLTO
+68.7%
-1.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +0.7% | +12.0% | -11.3% | -3.2% |
| 30D | -5.0% | +20.8% | -25.8% | -11.1% |
| 3M | -16.1% | +20.1% | -36.2% | -21.5% |
| 6M | -22.6% | +32.6% | -55.3% | -30.1% |
| YTD | -19.3% | +17.3% | -36.6% | -23.8% |
| 1Y | -14.9% | +17.3% | -32.2% | -19.8% |
| All | +67.4% | +68.7% | -1.3% | +49.6% |
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 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