+3,607.0%
CHRW vs VSH
+180.1%
+3,426.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.5% |
| 7D | +0.6% | -12.9% | +13.5% | +3.1% |
| 30D | -7.3% | -36.9% | +29.6% | +0.7% |
| 3M | -14.2% | -28.8% | +14.6% | -9.5% |
| 6M | -25.1% | -30.3% | +5.2% | -23.3% |
| YTD | -21.2% | +62.4% | -83.5% | -33.0% |
| 1Y | -14.2% | +62.5% | -76.7% | -27.2% |
| 3Y | +63.5% | +7.4% | +56.1% | +45.4% |
| 5Y | +49.6% | +25.4% | +24.2% | +27.2% |
| 10Y | +129.4% | +102.6% | +26.7% | +68.0% |
| All | +3,607.0% | +180.1% | +3,426.9% | +1,624.2% |
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