+117.4%
CHRW vs RVMD
+510.7%
-393.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +7.3% | -10.4% | +17.7% | +7.9% |
| 30D | -3.6% | -11.0% | +7.4% | -3.1% |
| 3M | -9.6% | -14.7% | +5.1% | -8.9% |
| 6M | -17.0% | +14.9% | -31.9% | -17.9% |
| YTD | -15.4% | +116.3% | -131.7% | -20.3% |
| 1Y | -10.0% | +167.6% | -177.6% | -16.4% |
| 3Y | +82.2% | +776.8% | -694.6% | +55.8% |
| 5Y | +59.4% | +424.8% | -365.4% | +35.4% |
| All | +117.4% | +510.7% | -393.3% | +79.6% |
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