+99.1%
V vs CHRW
+49.0%
+50.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +13.6% | -7.3% | +20.9% | +14.5% |
| 3M | +14.3% | -14.2% | +28.5% | +16.1% |
| 6M | +33.1% | -25.1% | +58.2% | +36.8% |
| YTD | +21.2% | -21.2% | +42.4% | +22.9% |
| 1Y | +26.4% | -14.2% | +40.6% | +26.5% |
| 3Y | +77.6% | +63.5% | +14.1% | +56.1% |
| All | +99.1% | +49.0% | +50.1% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling