+129.9%
CHRW vs VMC
+125.2%
+4.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +7.3% | -1.3% | +8.5% | +7.6% |
| 30D | -3.6% | +15.5% | -19.0% | -6.9% |
| 3M | -9.6% | +0.6% | -10.2% | -9.9% |
| 6M | -17.0% | +2.1% | -19.1% | -17.8% |
| YTD | -15.4% | -1.6% | -13.9% | -15.8% |
| 1Y | -10.0% | -1.2% | -8.8% | -10.5% |
| 3Y | +82.2% | +35.3% | +46.8% | +66.0% |
| 5Y | +59.4% | +43.6% | +15.8% | +41.1% |
| All | +129.9% | +125.2% | +4.7% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling