+93.0%
CHRW vs VSXY
+19.3%
+73.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +4.1% | -10.7% | +14.8% | +5.1% |
| 30D | +1.9% | -24.3% | +26.2% | +4.7% |
| 3M | -21.2% | +1.0% | -22.2% | -21.6% |
| 6M | -16.7% | +57.4% | -74.0% | -22.3% |
| YTD | -5.4% | +39.8% | -45.1% | -10.7% |
| 1Y | +21.2% | +196.5% | -175.3% | +3.9% |
| 3Y | +86.5% | +357.2% | -270.8% | +40.8% |
| 5Y | +93.0% | +18.9% | +74.1% | +66.5% |
| All | +93.0% | +19.3% | +73.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling