+21.2%
CHRW vs RVMD
+396.9%
-375.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.3% |
| 7D | +4.4% | -3.6% | +7.9% | +4.4% |
| 30D | +5.5% | -1.1% | +6.6% | +5.5% |
| 3M | -17.3% | +41.0% | -58.3% | -17.8% |
| 6M | -12.7% | +105.7% | -118.4% | -14.7% |
| YTD | -4.1% | +155.3% | -159.4% | -7.2% |
| 1Y | +21.2% | +402.7% | -381.5% | +8.4% |
| All | +21.2% | +396.9% | -375.7% | +8.4% |
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