+1,139.8%
CHRW vs VO
+827.2%
+312.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | -3.5% | -0.3% | -3.1% | -3.2% |
| 3M | -19.4% | +2.9% | -22.3% | -21.2% |
| 6M | -21.4% | +9.3% | -30.7% | -26.6% |
| YTD | -7.1% | +14.2% | -21.3% | -16.0% |
| 1Y | +17.8% | +15.3% | +2.6% | +5.8% |
| 3Y | +78.8% | +56.2% | +22.5% | +25.9% |
| 5Y | +83.5% | +42.4% | +41.1% | +36.8% |
| 10Y | +160.2% | +194.7% | -34.5% | +3.1% |
| All | +1,139.8% | +827.2% | +312.6% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling