+174.5%
CHRW vs VSAT
-3.0%
+177.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.8% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | +1.9% | -14.7% | +16.6% | +3.1% |
| 3M | -21.2% | +13.2% | -34.3% | -22.8% |
| 6M | -16.7% | +57.4% | -74.0% | -21.4% |
| YTD | -5.4% | +110.0% | -115.3% | -13.6% |
| 1Y | +21.2% | +134.4% | -113.2% | +8.7% |
| 3Y | +86.5% | +203.5% | -117.1% | +53.1% |
| 5Y | +93.0% | +47.1% | +45.9% | +65.7% |
| 10Y | +174.5% | +0.4% | +174.1% | +140.7% |
| All | +174.5% | -3.0% | +177.5% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling