-11.1%
CHRW vs RVMD
+244.4%
-255.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.2% |
| 7D | +4.9% | +5.8% | -0.9% | +4.9% |
| 30D | -4.8% | -3.8% | -1.0% | -4.8% |
| 3M | -13.1% | +3.2% | -16.4% | -13.1% |
| 6M | -16.3% | +35.0% | -51.4% | -16.4% |
| YTD | -15.8% | +150.7% | -166.5% | -16.5% |
| 1Y | -11.1% | +241.0% | -252.1% | -15.5% |
| All | -11.1% | +244.4% | -255.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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