+4,231.4%
CHRW vs VRSN
+6,651.0%
-2,419.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | -19.4% | -0.3% | -19.1% | -19.6% |
| 6M | -21.4% | +23.0% | -44.4% | -24.0% |
| YTD | -7.1% | +21.3% | -28.5% | -10.2% |
| 1Y | +17.8% | +6.7% | +11.1% | +16.0% |
| 3Y | +78.8% | +45.0% | +33.8% | +67.4% |
| 5Y | +83.5% | +35.0% | +48.5% | +72.7% |
| 10Y | +160.2% | +276.3% | -116.1% | +110.0% |
| All | +4,231.4% | +6,651.0% | -2,419.7% | +1,693.9% |
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