+91.5%
CHRW vs VRSK
-11.9%
+103.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +4.4% | -7.7% | +12.1% | +6.5% |
| 30D | +5.5% | -2.8% | +8.3% | +6.1% |
| 3M | -17.3% | -3.7% | -13.5% | -16.6% |
| 6M | -12.7% | -12.8% | +0.1% | -9.9% |
| YTD | -4.1% | -21.0% | +16.8% | +1.7% |
| 1Y | +21.2% | -32.5% | +53.7% | +34.4% |
| 3Y | +88.9% | -26.5% | +115.4% | +99.2% |
| All | +91.5% | -11.9% | +103.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling