+70.6%
VZ vs CHRW
+126.6%
-56.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | -3.4% | +5.8% | +2.8% |
| 30D | +11.2% | -9.4% | +20.5% | +12.3% |
| 3M | 0.0% | -12.6% | +12.6% | +1.3% |
| 6M | +1.3% | -24.2% | +25.4% | +3.5% |
| YTD | +21.3% | -18.9% | +40.1% | +21.9% |
| 1Y | +23.9% | -13.7% | +37.6% | +23.4% |
| 3Y | +57.7% | +72.6% | -14.9% | +37.5% |
| 5Y | +21.2% | +55.6% | -34.3% | +5.6% |
| 10Y | +70.6% | +122.7% | -52.2% | +34.9% |
| All | +70.6% | +126.6% | -56.0% | +34.9% |
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