-10.8%
CHRW vs VO
+13.5%
-24.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.4% |
| 7D | +4.7% | +2.9% | +1.8% | +1.7% |
| 30D | -2.6% | +1.0% | -3.6% | -3.5% |
| 3M | -8.0% | -1.7% | -6.3% | -6.2% |
| 6M | -19.0% | +6.7% | -25.7% | -25.3% |
| YTD | -15.5% | +14.0% | -29.4% | -27.1% |
| 1Y | -10.8% | +13.7% | -24.5% | -22.9% |
| All | -10.8% | +13.5% | -24.3% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling