+4,266.9%
CHRW vs VMC
+1,262.4%
+3,004.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -1.4% | -4.3% | +2.9% | -0.1% |
| 30D | -3.5% | -8.2% | +4.8% | -1.1% |
| 3M | -19.4% | -7.0% | -12.4% | -17.9% |
| 6M | -21.4% | -10.8% | -10.6% | -19.0% |
| YTD | -7.1% | -7.4% | +0.3% | -5.8% |
| 1Y | +17.8% | -9.5% | +27.3% | +20.1% |
| 3Y | +78.8% | +20.5% | +58.3% | +64.7% |
| 5Y | +83.5% | +51.6% | +32.0% | +55.6% |
| 10Y | +160.2% | +150.0% | +10.2% | +76.1% |
| All | +4,266.9% | +1,262.4% | +3,004.5% | +1,345.1% |
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