+3,877.1%
CHRW vs VTR
+1,462.3%
+2,414.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +7.3% | +0.2% | +7.1% | +7.2% |
| 30D | -3.6% | +5.5% | -9.0% | -4.6% |
| 3M | -9.6% | -0.9% | -8.7% | -9.4% |
| 6M | -17.0% | -0.4% | -16.6% | -17.0% |
| YTD | -15.4% | +17.0% | -32.5% | -18.2% |
| 1Y | -10.0% | +18.0% | -27.9% | -13.1% |
| 3Y | +82.2% | +127.4% | -45.2% | +53.8% |
| 5Y | +59.4% | +92.3% | -32.9% | +37.6% |
| 10Y | +129.7% | +129.6% | +0.1% | +76.8% |
| All | +3,877.1% | +1,462.3% | +2,414.8% | +2,070.0% |
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 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