+88.4%
CHRW vs VYM
+64.0%
+24.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | +4.4% | -1.9% | +6.2% | +6.0% |
| 30D | +5.5% | -2.6% | +8.1% | +7.8% |
| 3M | -17.3% | +3.6% | -20.8% | -19.8% |
| 6M | -12.7% | +8.7% | -21.3% | -18.8% |
| YTD | -4.1% | +14.1% | -18.2% | -13.8% |
| 1Y | +21.2% | +17.8% | +3.4% | +6.4% |
| All | +88.4% | +64.0% | +24.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling