+169.3%
CHRW vs VO
+192.5%
-23.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +2.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.5% |
| 30D | +0.9% | -1.1% | +2.0% | +1.6% |
| 3M | -19.9% | +4.5% | -24.4% | -22.1% |
| 6M | -15.8% | +11.1% | -26.9% | -21.3% |
| YTD | -5.6% | +13.5% | -19.1% | -12.7% |
| 1Y | +21.0% | +14.5% | +6.6% | +11.3% |
| 3Y | +86.0% | +58.1% | +27.9% | +39.6% |
| 5Y | +88.6% | +43.3% | +45.4% | +48.6% |
| 10Y | +169.3% | +193.2% | -23.9% | +38.0% |
| All | +169.3% | +192.5% | -23.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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