+296.8%
CHRW vs VT
+374.2%
-77.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.7% |
| 30D | -3.5% | +1.0% | -4.4% | -4.1% |
| 3M | -19.4% | +2.4% | -21.8% | -21.0% |
| 6M | -21.4% | +12.0% | -33.4% | -27.7% |
| YTD | -7.1% | +15.3% | -22.5% | -16.3% |
| 1Y | +17.8% | +22.6% | -4.8% | +1.6% |
| 3Y | +78.8% | +74.7% | +4.1% | +19.2% |
| 5Y | +83.5% | +66.1% | +17.4% | +25.8% |
| 10Y | +160.2% | +225.0% | -64.8% | +7.5% |
| All | +296.8% | +374.2% | -77.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling