+20.2%
VZ vs CHRW
+49.0%
-28.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +2.1% | +0.6% | +1.6% | +2.1% |
| 30D | +1.4% | -7.3% | +8.7% | +1.7% |
| 3M | -1.3% | -14.2% | +12.9% | -0.6% |
| 6M | -0.5% | -25.1% | +24.6% | +0.3% |
| YTD | +19.6% | -21.2% | +40.8% | +19.7% |
| 1Y | +22.4% | -14.2% | +36.5% | +21.5% |
| 3Y | +55.9% | +63.5% | -7.6% | +43.6% |
| All | +20.2% | +49.0% | -28.8% | +11.0% |
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 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