+138.7%
CHRW vs RVMD
+644.5%
-505.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -3.5% | +6.4% | -9.9% | -3.8% |
| 3M | -19.4% | +34.9% | -54.3% | -20.9% |
| 6M | -21.4% | +107.6% | -128.9% | -25.2% |
| YTD | -7.1% | +163.7% | -170.8% | -13.3% |
| 1Y | +17.8% | +439.2% | -421.4% | +4.9% |
| 3Y | +78.8% | +499.2% | -420.4% | +55.4% |
| 5Y | +83.5% | +621.7% | -538.2% | +53.2% |
| All | +138.7% | +644.5% | -505.8% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling