+174.5%
CHRW vs VSH
+172.7%
+1.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.1% | +3.5% | +0.5% | +3.3% |
| 30D | +1.9% | -4.4% | +6.3% | +2.6% |
| 3M | -21.2% | -45.8% | +24.7% | -12.0% |
| 6M | -16.7% | +90.1% | -106.8% | -32.2% |
| YTD | -5.4% | +120.3% | -125.7% | -25.9% |
| 1Y | +21.2% | +112.2% | -91.1% | -5.0% |
| 3Y | +86.5% | +36.6% | +49.9% | +56.4% |
| 5Y | +93.0% | +67.0% | +26.0% | +50.6% |
| 10Y | +174.5% | +179.5% | -5.0% | +82.6% |
| All | +174.5% | +172.7% | +1.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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