-10.8%
CHRW vs VSH
+97.1%
-107.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.9% |
| 7D | +4.7% | +26.2% | -21.5% | +2.6% |
| 30D | -2.6% | -12.5% | +9.9% | -2.1% |
| 3M | -8.0% | -16.9% | +8.9% | -7.3% |
| 6M | -19.0% | -17.0% | -2.0% | -20.9% |
| YTD | -15.5% | +93.8% | -109.3% | -33.7% |
| 1Y | -10.8% | +99.3% | -110.2% | -30.5% |
| All | -10.8% | +97.1% | -107.9% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling