+178.3%
CHRW vs VRSK
+126.1%
+52.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -5.2% | +8.6% | +5.3% |
| 30D | +4.6% | -2.3% | +6.9% | +5.2% |
| 3M | -19.7% | -2.9% | -16.8% | -19.3% |
| 6M | -12.4% | -12.8% | +0.4% | -9.0% |
| YTD | -3.9% | -20.8% | +16.9% | +2.9% |
| 1Y | +18.4% | -33.2% | +51.6% | +34.6% |
| 3Y | +88.8% | -26.6% | +115.4% | +102.4% |
| 5Y | +93.5% | -11.3% | +104.9% | +88.0% |
| All | +178.3% | +126.1% | +52.2% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling