+91.5%
CHRW vs VTRS
+45.9%
+45.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.4% | -3.3% | +7.7% | +5.0% |
| 30D | +5.5% | +1.4% | +4.1% | +5.2% |
| 3M | -17.3% | +4.6% | -21.9% | -18.0% |
| 6M | -12.7% | +18.1% | -30.7% | -15.4% |
| YTD | -4.1% | +34.7% | -38.8% | -9.5% |
| 1Y | +21.2% | +65.6% | -44.4% | +10.4% |
| 3Y | +88.9% | +83.8% | +5.1% | +64.9% |
| All | +91.5% | +45.9% | +45.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling