+177.7%
CHRW vs VMC
+154.4%
+23.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.4% | -3.7% | +8.1% | +5.2% |
| 30D | +5.5% | -12.8% | +18.3% | +8.8% |
| 3M | -17.3% | -7.9% | -9.3% | -15.8% |
| 6M | -12.7% | -7.5% | -5.1% | -11.3% |
| YTD | -4.1% | -11.6% | +7.5% | -2.0% |
| 1Y | +21.2% | -14.3% | +35.5% | +24.7% |
| 3Y | +88.9% | +18.5% | +70.4% | +78.0% |
| 5Y | +93.1% | +46.8% | +46.3% | +71.0% |
| All | +177.7% | +154.4% | +23.2% | +121.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling