+78.5%
CHRW vs VSXY
+37.4%
+41.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | -1.4% | -14.0% | +12.6% | -0.1% |
| 30D | -3.5% | -15.9% | +12.4% | -2.0% |
| 3M | -19.4% | +3.4% | -22.8% | -20.0% |
| 6M | -21.4% | +25.9% | -47.3% | -24.6% |
| YTD | -7.1% | +39.5% | -46.6% | -12.1% |
| 1Y | +17.8% | +194.4% | -176.5% | +2.1% |
| 3Y | +78.8% | +281.4% | -202.6% | +41.8% |
| 5Y | +83.5% | +12.8% | +70.7% | +58.4% |
| All | +78.5% | +37.4% | +41.2% | +51.7% |
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