+122.7%
CHRW vs VRSN
+285.2%
-162.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -9.4% | +2.4% | -11.8% | -10.0% |
| 3M | -12.6% | +6.4% | -19.0% | -14.2% |
| 6M | -24.2% | +8.6% | -32.7% | -26.2% |
| YTD | -18.9% | +29.3% | -48.1% | -25.3% |
| 1Y | -13.7% | +27.2% | -40.9% | -20.2% |
| 3Y | +72.6% | +52.8% | +19.7% | +49.3% |
| 5Y | +55.6% | +36.7% | +18.8% | +36.5% |
| 10Y | +122.7% | +290.8% | -168.1% | +57.4% |
| All | +122.7% | +285.2% | -162.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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