+259.7%
CHRW vs VT
+363.9%
-104.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.0% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | -4.8% | -1.4% | -3.4% | -3.9% |
| 3M | -13.1% | -1.4% | -11.7% | -12.5% |
| 6M | -16.3% | +5.5% | -21.8% | -19.9% |
| YTD | -15.8% | +12.8% | -28.6% | -23.1% |
| 1Y | -11.1% | +15.4% | -26.6% | -20.1% |
| 3Y | +75.3% | +76.9% | -1.6% | +15.6% |
| 5Y | +56.0% | +60.4% | -4.4% | +9.4% |
| 10Y | +144.9% | +232.8% | -87.8% | -0.7% |
| All | +259.7% | +363.9% | -104.2% | +8.5% |
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