-11.1%
CHRW vs VSAT
+85.9%
-97.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.2% | +11.5% | +0.4% |
| 7D | +4.9% | -14.7% | +19.5% | +5.1% |
| 30D | -4.8% | -4.3% | -0.5% | -4.9% |
| 3M | -13.1% | -22.5% | +9.3% | -12.5% |
| 6M | -16.3% | +4.7% | -21.0% | -18.1% |
| YTD | -15.8% | +93.8% | -109.6% | -22.2% |
| 1Y | -11.1% | +79.8% | -91.0% | -17.2% |
| All | -11.1% | +85.9% | -97.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 1y: compounded portfolio wealth divided by compounded VSAT 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…
1y analysis · Full analysis span regression · 6 months rolling