+147.0%
CHRW vs RVMD
+622.3%
-475.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -3.0% | +6.5% | +3.6% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | -19.7% | +36.5% | -56.3% | -21.2% |
| 6M | -12.4% | +104.6% | -117.0% | -16.6% |
| YTD | -3.9% | +155.8% | -159.7% | -10.1% |
| 1Y | +18.4% | +340.7% | -322.3% | +6.8% |
| 3Y | +88.8% | +519.9% | -431.1% | +63.8% |
| 5Y | +93.5% | +584.9% | -491.4% | +62.0% |
| All | +147.0% | +622.3% | -475.3% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling