+93.0%
CHRW vs RVMD
+591.3%
-498.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.1% | -0.7% | +4.8% | +4.1% |
| 30D | +1.9% | +0.3% | +1.6% | +1.9% |
| 3M | -21.2% | +38.9% | -60.0% | -22.6% |
| 6M | -16.7% | +108.1% | -124.8% | -20.6% |
| YTD | -5.4% | +160.7% | -166.1% | -11.5% |
| 1Y | +21.2% | +407.3% | -386.1% | +8.3% |
| 3Y | +86.5% | +546.6% | -460.1% | +61.4% |
| 5Y | +93.0% | +579.8% | -486.8% | +56.7% |
| All | +93.0% | +591.3% | -498.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling