+920.9%
CHRW vs VNQ
+392.1%
+528.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +0.9% | -2.5% | +3.5% | +2.1% |
| 3M | -19.9% | +1.4% | -21.2% | -20.4% |
| 6M | -15.8% | +4.6% | -20.3% | -17.5% |
| YTD | -5.6% | +10.5% | -16.1% | -9.9% |
| 1Y | +21.0% | +8.4% | +12.6% | +16.6% |
| 3Y | +86.0% | +32.4% | +53.6% | +62.5% |
| 5Y | +88.6% | +5.5% | +83.2% | +81.1% |
| 10Y | +169.3% | +59.1% | +110.2% | +106.5% |
| All | +920.9% | +392.1% | +528.8% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling