+3,824.2%
CHRW vs VRSN
+7,159.8%
-3,335.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -0.1% | -1.2% | +1.2% | +0.1% |
| 30D | -4.3% | +3.8% | -8.0% | -4.8% |
| 3M | -7.4% | +9.5% | -16.9% | -8.7% |
| 6M | -20.7% | +10.3% | -31.0% | -22.1% |
| YTD | -15.9% | +30.5% | -46.4% | -19.6% |
| 1Y | -9.9% | +27.9% | -37.8% | -13.6% |
| 3Y | +79.0% | +54.3% | +24.7% | +66.0% |
| 5Y | +61.3% | +37.2% | +24.2% | +51.4% |
| 10Y | +128.5% | +293.1% | -164.5% | +83.2% |
| All | +3,824.2% | +7,159.8% | -3,335.6% | +1,507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling