+952.5%
CHRW vs VO
+797.8%
+154.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.6% | -2.6% | +3.1% | +2.6% |
| 30D | -7.3% | -0.9% | -6.3% | -6.6% |
| 3M | -14.2% | -3.0% | -11.2% | -12.2% |
| 6M | -25.1% | +2.2% | -27.3% | -26.5% |
| YTD | -21.2% | +10.6% | -31.7% | -27.0% |
| 1Y | -14.2% | +12.5% | -26.7% | -21.5% |
| 3Y | +63.5% | +61.4% | +2.1% | +12.3% |
| 5Y | +49.6% | +33.4% | +16.2% | +17.3% |
| 10Y | +129.4% | +201.5% | -72.2% | -11.1% |
| All | +952.5% | +797.8% | +154.7% | +55.0% |
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 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