+48.6%
CHRW vs VSAT
-0.1%
+48.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.8% |
| 7D | +0.6% | -17.0% | +17.5% | +1.7% |
| 30D | -7.3% | -9.8% | +2.5% | -7.0% |
| 3M | -14.2% | -22.0% | +7.8% | -13.2% |
| 6M | -25.1% | -5.0% | -20.1% | -26.1% |
| YTD | -21.2% | +85.6% | -106.7% | -26.7% |
| 1Y | -14.2% | +80.2% | -94.4% | -20.2% |
| 3Y | +63.5% | +250.0% | -186.5% | +35.9% |
| All | +48.6% | -0.1% | +48.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling