-11.1%
CHRW vs VMC
+3.7%
-14.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.6% |
| 7D | +4.9% | +12.3% | -7.4% | +2.5% |
| 30D | -4.8% | +21.2% | -26.0% | -8.6% |
| 3M | -13.1% | +4.6% | -17.7% | -13.6% |
| 6M | -16.3% | +3.9% | -20.2% | -17.0% |
| YTD | -15.8% | +5.0% | -20.8% | -18.9% |
| 1Y | -11.1% | +2.6% | -13.8% | -13.9% |
| All | -11.1% | +3.7% | -14.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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