+434.1%
VZ vs CHRW
+4,173.0%
-3,738.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | +7.9% | -3.5% | +11.4% | +8.5% |
| 3M | +13.6% | -19.4% | +33.0% | +17.1% |
| 6M | +1.1% | -21.4% | +22.5% | +4.3% |
| YTD | +29.3% | -7.1% | +36.4% | +28.6% |
| 1Y | +21.2% | +17.8% | +3.4% | +14.7% |
| 3Y | +75.9% | +78.8% | -2.9% | +50.8% |
| 5Y | +24.1% | +83.5% | -59.4% | +4.0% |
| 10Y | +62.4% | +160.2% | -97.8% | +23.8% |
| All | +434.1% | +4,173.0% | -3,738.9% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling