+86.0%
CHRW vs VO
+56.0%
+29.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.8% |
| 7D | +4.1% | -0.6% | +4.7% | +4.5% |
| 30D | +1.9% | -1.9% | +3.8% | +3.4% |
| 3M | -21.2% | +3.3% | -24.4% | -23.1% |
| 6M | -16.7% | +9.7% | -26.4% | -22.4% |
| YTD | -5.4% | +12.6% | -18.0% | -13.1% |
| 1Y | +21.2% | +13.6% | +7.5% | +10.5% |
| All | +86.0% | +56.0% | +29.9% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling