+65.5%
VZ vs CHRW
+131.6%
-66.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +10.6% | -9.4% | +19.9% | +11.7% |
| 3M | -0.6% | -13.3% | +12.7% | +0.7% |
| 6M | +0.7% | -24.2% | +24.9% | +3.0% |
| YTD | +20.6% | -18.9% | +39.5% | +21.3% |
| 1Y | +22.7% | -12.4% | +35.1% | +21.9% |
| 3Y | +57.2% | +72.2% | -15.0% | +37.2% |
| 5Y | +21.4% | +53.4% | -32.0% | +6.1% |
| 10Y | +65.5% | +127.0% | -61.5% | +33.9% |
| All | +65.5% | +131.6% | -66.1% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling