+63.5%
CHRW vs VMC
+38.8%
+24.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -7.3% | +15.8% | -23.1% | -9.9% |
| 3M | -14.2% | +0.6% | -14.7% | -14.3% |
| 6M | -25.1% | -4.0% | -21.1% | -24.6% |
| YTD | -21.2% | -0.3% | -20.9% | -21.6% |
| 1Y | -14.2% | -0.5% | -13.6% | -14.6% |
| 3Y | +63.5% | +39.6% | +24.0% | +51.7% |
| All | +63.5% | +38.8% | +24.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling