+82.3%
VOO vs CHRW
+89.7%
-7.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.4% | +4.1% | -4.4% | -1.0% |
| 30D | -1.4% | +1.9% | -3.3% | -1.7% |
| 3M | +3.7% | -21.2% | +24.9% | +7.4% |
| 6M | +13.0% | -16.7% | +29.7% | +15.4% |
| YTD | +12.4% | -5.4% | +17.8% | +11.4% |
| 1Y | +18.6% | +21.2% | -2.6% | +11.2% |
| 3Y | +78.1% | +86.5% | -8.4% | +48.6% |
| 5Y | +82.3% | +93.0% | -10.8% | +48.1% |
| All | +82.3% | +89.7% | -7.4% | +48.1% |
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