+376.8%
V vs CHRW
+168.2%
+208.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | +1.9% | +0.9% | +0.9% | +1.6% |
| 3M | +15.5% | -19.9% | +35.4% | +20.2% |
| 6M | +16.6% | -15.8% | +32.4% | +19.4% |
| YTD | +5.7% | -5.6% | +11.3% | +4.8% |
| 1Y | +8.6% | +21.0% | -12.5% | +0.6% |
| 3Y | +52.5% | +86.0% | -33.5% | +22.7% |
| 5Y | +67.1% | +88.6% | -21.5% | +29.8% |
| 10Y | +376.8% | +169.3% | +207.5% | +217.2% |
| All | +376.8% | +168.2% | +208.6% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling