+129.9%
CHRW vs VTR
+130.3%
-0.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +7.3% | +0.2% | +7.1% | +7.3% |
| 30D | -3.6% | +5.5% | -9.0% | -4.5% |
| 3M | -9.6% | -0.9% | -8.7% | -9.5% |
| 6M | -17.0% | -0.4% | -16.6% | -16.9% |
| YTD | -15.4% | +17.0% | -32.5% | -17.6% |
| 1Y | -10.0% | +18.0% | -27.9% | -12.4% |
| 3Y | +82.2% | +127.4% | -45.2% | +60.3% |
| 5Y | +59.4% | +92.3% | -32.9% | +42.1% |
| All | +129.9% | +130.3% | -0.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling