+3,310.4%
V vs CHRW
+244.9%
+3,065.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +13.6% | -7.3% | +20.9% | +15.8% |
| 3M | +14.3% | -14.2% | +28.5% | +18.7% |
| 6M | +33.1% | -25.1% | +58.2% | +42.4% |
| YTD | +21.2% | -21.2% | +42.4% | +25.5% |
| 1Y | +26.4% | -14.2% | +40.6% | +26.9% |
| 3Y | +77.6% | +63.5% | +14.1% | +34.1% |
| 5Y | +102.6% | +49.6% | +53.0% | +52.9% |
| 10Y | +464.4% | +129.4% | +335.0% | +232.8% |
| All | +3,310.4% | +244.9% | +3,065.4% | +1,411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling