+53.4%
CHRW vs VRSN
+34.1%
+19.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -9.4% | +0.7% | -10.1% | -9.5% |
| 3M | -13.3% | +4.1% | -17.4% | -14.2% |
| 6M | -24.2% | +6.7% | -30.9% | -25.7% |
| YTD | -18.9% | +27.1% | -45.9% | -24.9% |
| 1Y | -12.4% | +28.0% | -40.3% | -19.2% |
| 3Y | +72.2% | +52.6% | +19.6% | +47.6% |
| 5Y | +53.4% | +33.3% | +20.1% | +32.0% |
| All | +53.4% | +34.1% | +19.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling