+30.8%
VRTX vs CHRW
-12.5%
+43.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.0% | -9.4% | +17.4% | +8.0% |
| 3M | +11.0% | -13.3% | +24.3% | +11.1% |
| 6M | +28.2% | -24.2% | +52.3% | +28.5% |
| YTD | +21.5% | -18.9% | +40.4% | +18.2% |
| All | +30.8% | -12.5% | +43.3% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling