+983.2%
CHRW vs VO
+822.3%
+160.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +0.8% |
| 7D | +0.2% | -0.1% | +0.4% | +0.4% |
| 30D | -9.4% | +0.5% | -9.9% | -9.7% |
| 3M | -13.3% | -1.0% | -12.2% | -12.7% |
| 6M | -24.2% | +6.4% | -30.6% | -27.9% |
| YTD | -18.9% | +13.6% | -32.5% | -26.4% |
| 1Y | -12.4% | +14.5% | -26.8% | -20.9% |
| 3Y | +72.2% | +67.2% | +5.0% | +15.1% |
| 5Y | +53.4% | +36.1% | +17.3% | +18.5% |
| 10Y | +127.0% | +199.3% | -72.4% | -11.2% |
| All | +983.2% | +822.3% | +160.9% | +56.2% |
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