+75.7%
V vs CHRW
+80.1%
-4.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.4% | +4.7% | -5.1% | -0.7% |
| 30D | +6.3% | -2.6% | +8.9% | +6.4% |
| 3M | +17.2% | -8.0% | +25.2% | +17.6% |
| 6M | +29.2% | -19.0% | +48.2% | +30.5% |
| YTD | +20.8% | -15.5% | +36.3% | +21.2% |
| 1Y | +25.0% | -10.8% | +35.8% | +24.8% |
| All | +75.7% | +80.1% | -4.4% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling