+178.3%
CHRW vs VNQ
+64.0%
+114.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | +4.6% | -2.6% | +7.2% | +5.8% |
| 3M | -19.7% | -2.0% | -17.7% | -19.0% |
| 6M | -12.4% | +4.3% | -16.7% | -14.1% |
| YTD | -3.9% | +9.2% | -13.1% | -7.6% |
| 1Y | +18.4% | +5.6% | +12.8% | +15.5% |
| 3Y | +88.8% | +30.8% | +58.0% | +67.2% |
| 5Y | +93.5% | +8.0% | +85.6% | +83.4% |
| All | +178.3% | +64.0% | +114.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling