+129.8%
CHRW vs VRSN
+291.7%
-161.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -2.6% | +3.6% | -6.1% | -3.5% |
| 3M | -8.0% | +10.8% | -18.8% | -10.5% |
| 6M | -19.0% | +9.9% | -29.0% | -21.5% |
| YTD | -15.5% | +29.8% | -45.3% | -22.2% |
| 1Y | -10.8% | +26.3% | -37.1% | -17.4% |
| 3Y | +79.8% | +53.5% | +26.3% | +55.3% |
| 5Y | +59.3% | +34.8% | +24.5% | +40.3% |
| All | +129.8% | +291.7% | -161.8% | +61.6% |
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