+4,266.9%
CHRW vs VTR
+1,476.5%
+2,790.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | -3.5% | -2.4% | -1.0% | -3.0% |
| 3M | -19.4% | +14.8% | -34.2% | -21.6% |
| 6M | -21.4% | +5.3% | -26.7% | -22.3% |
| YTD | -7.1% | +18.1% | -25.2% | -10.3% |
| 1Y | +17.8% | +36.7% | -18.9% | +10.6% |
| 3Y | +78.8% | +130.1% | -51.3% | +50.4% |
| 5Y | +83.5% | +89.5% | -6.0% | +58.6% |
| 10Y | +160.2% | +87.4% | +72.9% | +108.8% |
| All | +4,266.9% | +1,476.5% | +2,790.4% | +2,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling