+4,266.9%
CHRW vs VSAT
+549.7%
+3,717.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.5% |
| 7D | -1.4% | +11.8% | -13.2% | -2.7% |
| 30D | -3.5% | -7.0% | +3.6% | -2.8% |
| 3M | -19.4% | +3.3% | -22.7% | -20.9% |
| 6M | -21.4% | +57.4% | -78.8% | -27.3% |
| YTD | -7.1% | +118.6% | -125.7% | -18.2% |
| 1Y | +17.8% | +150.2% | -132.4% | +1.0% |
| 3Y | +78.8% | +160.7% | -81.9% | +39.2% |
| 5Y | +83.5% | +51.2% | +32.3% | +46.8% |
| 10Y | +160.2% | -0.7% | +160.9% | +109.7% |
| All | +4,266.9% | +549.7% | +3,717.2% | +1,854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling