+63.5%
CHRW vs VSAT
+225.8%
-162.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.7% |
| 7D | +0.6% | -17.0% | +17.5% | +1.3% |
| 30D | -7.3% | -9.8% | +2.5% | -7.1% |
| 3M | -14.2% | -22.0% | +7.8% | -13.5% |
| 6M | -25.1% | -5.0% | -20.1% | -25.9% |
| YTD | -21.2% | +85.6% | -106.7% | -25.4% |
| 1Y | -14.2% | +80.2% | -94.4% | -18.8% |
| 3Y | +63.5% | +250.0% | -186.5% | +37.3% |
| All | +63.5% | +225.8% | -162.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling