+283.4%
CHRW vs VRSK
+593.4%
-309.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +4.1% | -5.4% | +9.5% | +6.0% |
| 30D | +1.9% | -1.8% | +3.7% | +2.3% |
| 3M | -21.2% | -2.2% | -18.9% | -21.0% |
| 6M | -16.7% | -14.9% | -1.8% | -12.6% |
| YTD | -5.4% | -20.0% | +14.6% | +0.9% |
| 1Y | +21.2% | -33.1% | +54.3% | +37.7% |
| 3Y | +86.5% | -25.6% | +112.1% | +99.4% |
| 5Y | +93.0% | -10.1% | +103.2% | +88.3% |
| 10Y | +174.5% | +128.4% | +46.1% | +79.4% |
| All | +283.4% | +593.4% | -309.9% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling