-39.3%
VG vs CHRW
+41.8%
-81.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | +16.0% | -3.5% | +19.5% | +16.5% |
| 3M | +9.7% | -19.4% | +29.1% | +13.4% |
| 6M | +29.6% | -21.4% | +50.9% | +35.0% |
| YTD | +112.0% | -7.1% | +119.2% | +110.8% |
| 1Y | +12.8% | +17.8% | -5.0% | +4.6% |
| All | -39.3% | +41.8% | -81.2% | -51.0% |
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