+88.6%
CHRW vs VSH
+65.5%
+23.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.9% | +6.2% | -4.3% | +0.9% |
| 30D | +0.9% | -11.1% | +12.1% | +2.7% |
| 3M | -19.9% | -44.9% | +25.0% | -12.0% |
| 6M | -15.8% | +90.0% | -105.8% | -30.5% |
| YTD | -5.6% | +118.8% | -124.4% | -24.6% |
| 1Y | +21.0% | +109.0% | -87.9% | -3.1% |
| 3Y | +86.0% | +35.6% | +50.4% | +59.4% |
| 5Y | +88.6% | +66.7% | +21.9% | +51.1% |
| All | +88.6% | +65.5% | +23.1% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling