+55.6%
CHRW vs VT
+57.5%
-2.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -3.4% | -0.1% | -3.2% | -3.3% |
| 30D | -9.4% | -3.1% | -6.3% | -7.5% |
| 3M | -12.6% | -3.5% | -9.1% | -10.7% |
| 6M | -24.2% | +0.5% | -24.6% | -24.8% |
| YTD | -18.9% | +10.8% | -29.6% | -24.7% |
| 1Y | -13.7% | +11.9% | -25.6% | -20.4% |
| 3Y | +72.6% | +73.0% | -0.4% | +17.1% |
| 5Y | +55.6% | +58.6% | -3.1% | +5.0% |
| All | +55.6% | +57.5% | -2.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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