+4,266.9%
CHRW vs VSH
+281.4%
+3,985.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +0.2% |
| 7D | -1.4% | +4.1% | -5.5% | -2.2% |
| 30D | -3.5% | -4.2% | +0.7% | -3.0% |
| 3M | -19.4% | -50.0% | +30.6% | -9.4% |
| 6M | -21.4% | +80.2% | -101.5% | -33.4% |
| YTD | -7.1% | +121.1% | -128.2% | -24.9% |
| 1Y | +17.8% | +112.0% | -94.2% | -4.5% |
| 3Y | +78.8% | +22.5% | +56.3% | +56.8% |
| 5Y | +83.5% | +64.0% | +19.5% | +49.4% |
| 10Y | +160.2% | +170.4% | -10.1% | +81.9% |
| All | +4,266.9% | +281.4% | +3,985.4% | +1,831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling