+425.6%
CHRW vs VYM
+490.3%
-64.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +0.9% | -1.3% | +2.2% | +2.1% |
| 3M | -19.9% | +4.1% | -23.9% | -22.7% |
| 6M | -15.8% | +9.8% | -25.6% | -22.4% |
| YTD | -5.6% | +15.3% | -20.9% | -16.4% |
| 1Y | +21.0% | +20.0% | +1.0% | +3.4% |
| 3Y | +86.0% | +66.2% | +19.8% | +19.0% |
| 5Y | +88.6% | +77.5% | +11.1% | +13.7% |
| 10Y | +169.3% | +201.7% | -32.4% | -3.4% |
| All | +425.6% | +490.3% | -64.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling