+3,715.3%
CHRW vs VMC
+1,393.2%
+2,322.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -9.4% | +17.7% | -27.0% | -13.7% |
| 3M | -12.6% | +1.1% | -13.7% | -13.2% |
| 6M | -24.2% | +1.8% | -26.0% | -25.1% |
| YTD | -18.9% | +1.5% | -20.4% | -20.1% |
| 1Y | -13.7% | -1.1% | -12.5% | -14.4% |
| 3Y | +72.6% | +38.8% | +33.8% | +52.3% |
| 5Y | +55.6% | +49.6% | +6.0% | +32.3% |
| 10Y | +122.7% | +130.6% | -7.9% | +55.2% |
| All | +3,715.3% | +1,393.2% | +2,322.1% | +1,125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling