+21.2%
CHRW vs VSXY
+190.1%
-168.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +5.5% | -22.1% | +27.6% | +6.7% |
| 3M | -17.3% | -1.1% | -16.1% | -17.4% |
| 6M | -12.7% | +53.8% | -66.5% | -16.5% |
| YTD | -4.1% | +35.5% | -39.6% | -6.0% |
| 1Y | +21.2% | +186.0% | -164.8% | +16.3% |
| All | +21.2% | +190.1% | -168.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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