+4,350.0%
CHRW vs VTRS
+107.5%
+4,242.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.1% | -3.5% | +7.5% | +4.7% |
| 30D | +1.9% | +2.1% | -0.2% | +1.4% |
| 3M | -21.2% | +2.6% | -23.8% | -21.6% |
| 6M | -16.7% | +17.8% | -34.4% | -19.4% |
| YTD | -5.4% | +35.7% | -41.0% | -11.0% |
| 1Y | +21.2% | +63.5% | -42.3% | +9.9% |
| 3Y | +86.5% | +85.1% | +1.3% | +62.6% |
| 5Y | +93.0% | +42.5% | +50.5% | +72.9% |
| 10Y | +174.5% | -48.2% | +222.7% | +178.1% |
| All | +4,350.0% | +107.5% | +4,242.5% | +2,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling