+62.5%
CHRW vs VSXY
+90.2%
-27.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.9% |
| 7D | +4.7% | -1.6% | +6.3% | +4.9% |
| 30D | -2.6% | +17.8% | -20.4% | -4.3% |
| 3M | -8.0% | +12.5% | -20.5% | -9.3% |
| 6M | -19.0% | +124.7% | -143.7% | -26.9% |
| YTD | -15.5% | +93.2% | -108.6% | -22.6% |
| 1Y | -10.8% | +195.6% | -206.5% | -22.2% |
| 3Y | +79.8% | +434.6% | -354.8% | +38.4% |
| 5Y | +59.3% | +103.3% | -44.0% | +32.5% |
| All | +62.5% | +90.2% | -27.7% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling